Why do we say Roger when we end our communication on a two-way radio? Why not Oscar or some other name?

It means LOUD and CLEAR

This from Wikipedia should answer your question:

In voice procedures, “Roger” means “GUM” (got your message) in both military- and civilian aviation radio communications. This usage comes from the initial R of received: R was called Roger in then-current radio alphabets such as the Joint Army/Navy Phonetic Alphabet. It is also often shortened in writing to “rgr”. R is Romeo in the modern NATO phonetic alphabet; the updated phrases now in use are, for example, “I’ll Romeo that” or “Romeo and Out”.[citation needed]

Contrary to popular belief, Roger does not mean “I will comply”. That distinction goes to the acronym wilco, a contraction of the phrase “will comply”.

I agree with Richard. Couldn’t have said it better meself.

But “Oscar” is such a wonderful name, as in Oscar The Grouch. Thanks for suggesting.

i still prefer “over and out” w/c starts with an O

ROGER — “in the meaning of ‘Yes, O.K., I understand you — is voice code for the letter R. It is part of the ‘Able, Baker, Charlie’ code known and used by all radiophone operators in the services. From the earliest days of wireless communication, the Morse code letter R (dit-dah-dit) has been used to indicate ‘O.K. — understood.’ So ‘Roger’ was the logical voice-phone equivalent.” “Morris Dictionary of Word and Phrase Origins” by William and Mary Morris (HarperCollins, New York, 1977, 1988).

“roger! A code word used by pilots to mean ‘your message received and understood’ in response to radio communications; later it came into general use to mean ‘all right, OK.’ Roger was the radio communications code word for the letter R, which in this case represented the word ‘received.’ ‘Roger Wilco’ was the reply to ‘Roger’ from the original transmitter of the radio message, meaning ‘I have received your message that you have received my message and am signing off.

In wireless communications, we use phonetics:

A: Alpha
B: Bravo
C: Charlie
D: Delta
E: Echo
F: Foxtrot
G: Golf
H: Hotel
I: India
J: Juliet
K: Kilo
L: Lima
M: Mike
N: November
O: Oscar
P: Papa
Q: Quebec
R: Romeo
S: Sierra
T: Tango
U: Uniform
V: Victor
W: Whisky
X: X-Ray
Y: Yankee
Z: Zebra

If you use the word Oscar instead of Roger, it would mean ‘O’.

These phonetics, Q-signs for Ham Radio operators, terms used by pilots etc are all governed by the International Telecommunications Union (ITU) which is the regulatory authority for radio communications. The ITU operates under the UN.

We cannot use ‘Oscar’ because that would require an amendment in the ITU standard terminology for radio communications. Getting that amended would be a Herculean task since all signatory countries of the ITU will have to endorse such a move and all pilots, ship radio officers, military signal corps, ham radio operators etc etc etc will have to adopt the new term.