He probably didn't do it to avenge his son or anything. When Krota let the Vex into Oryx's world, Oryx just tossed him to the Vex to die or murder his way out. Under the whole sword logic/conflit thing, it's probably just reasonable to assume that whatever killed Krota is powerful, and Oryx needs to fight it. ONE of those two forces had to win, but he doesn't particularly care which one (as either way, he's still proving his philosophy) That or maybe he's mad about the sudden lack of tribute coming from Crota. He needs that stuff.