To be fair to the guard, that Cotswold route is particularly difficult when it's the inter-city trains (as opposed to the DMUs that terminate at Oxford). The rural stations are close together, and have variably short platforms. The guard spends most of their time between Worcester and Oxford sorting out the selective door opening, and making sure people get to the right part of the train.
Generally, staff are quite willing to sell you tickets if you approach them genuinely, as they get commission on ticket sales!
FWIW in the future, if you do have a connection and you haven't been able to buy a ticket, approach the guard of the connecting service before you board. They're almost always happy to sell you what you need (I've done this at Peterborough quite a few times when my local station's ticket machines have broken down!)