In the context of the play, the phrase can be seen as a reflection of Oedipus' hamartia, or tragic flaw. Hamartia is a concept in Greek tragedy that refers to the protagonist's error in judgment or character that leads to their downfall. In Oedipus' case, his hamartia is his excessive pride and self-confidence, which leads him to believe that he can escape his fate. This ultimately results in his downfall and the destruction of his family.
Thus, the phrase "have not come oh Oedipus to" serves to highlight the tragic consequences of Oedipus' hamartia and the inevitability of his fate.