Maybe the real question that needs to be answered by this thread is why some college town counties (lets use this identifier cause Athens consolidated local government a few decades back) are recognizable urban centers and large population hubs, and why some are just the university and not much else. Some examples of the former are Tuscaloosa AL, Clarke GA, Alachua FL, Orange NC, Charlottesville+Albemarle VA. Some examples of the second group are Athens OH, Lafayette MS, Watauga NC, and Harrisonburg VA.
Chapel Hill doesn’t quite belong in the first category; it’s partly a large college town, but a lot of its growth and size is from essentially being a big and very desirable suburb of Durham/Raleigh/RTP.
In any case this is mostly just because colleges get placed in a variety of places, and sometimes they’re in small cities and sometimes they’re in small towns. It’s worth noting that the second group you picked actually do all have a reasonably large town attached, so I’d object to the “not much else” characterization. There actually are some colleges without much of a town attached; Western Carolina and Sewanee spring to mind. (Relating to this thread, Sewanee shockingly appears to be fairly Democratic.)
College towns even if smaller places tend to be solidly Democrat nowadays, see Boone, North Carolina as another example or Gainesville, Florida. Oxford, Mississippi is more an anomaly in that Alabama and Mississippi are extremely racially polarized due to history so GOP wins big amongst whites even in places they wouldn't elsewhere. Georgia has strong racial polarization in rural and smaller urban that are not touristy (see Savannah), no major university (see Athens) and not part of a large metro area (Augusta example of this). In Western US, Midwest, and rural Northeast, college towns go heavily Democrat so Athens more or less just follows that trend while places like Oxford are the anomalies.
