I find this to be true for most beer bottles, but not for most wine bottles. No amount of soaking most wine bottles makes the labels just come off like they do most beer bottles. Must be a different labeling process for wineries. I don't even try anymore, I just buy the wine bottles.I fill the sink with hot water and add PBW (Powdered Brewery Wash). Soak the bottles in there, and the labels come right off.
If you don't have PBW, you could try this substitute. Recipe for making a substitute PBW beer equipment cleaner
I haven't used Oxyclean, but I have PBW and don't like it. As you said, it does wash off clean but the film is more stubborn than One-Step, which is my cleaner of choice. The PBW does a good job on my laundry sink however, and that's an important part of the brew room.PBW is my go to. If PBW and Oxyclean cost the same, there would be no debate. My experience is PBW rinses clean, while Oxyclean can leave residue.
Wine bottle labels always seem to be applied with some NASA engineered monkey snot. Soaking overnight in hot water helps, but they always need some scraping. And yeah, naptha does great for the residual glue. I will reuse bottles with my own labels because they come off easily, but I've taken to buying new instead of getting them from my favorite restaraunt.If a label is too difficult to remove I just recycle the bottle because it is not worth the trouble.