Hi Thex - and welcome to the forum. Interesting question. I guess I would respond with - why not try it and see. For many (but not all (see below) wine makers I would think that our interest is in transforming fruits and flowers and honey into wines. The idea of adding a "creamy flavor" may not be anything we are looking for. But what we do look for is something we call mouthfeel and that is the idea that the better a wine is the longer it's flavors coat the mouth. And that means that the wine is more viscous. But viscosity in wine comes from a variety of elements - could be the residual sugars; tannins; could be from oaking the wine (in commercial wine making that means aging wines in barrels) for home wine makers that may mean simply adding oak staves or cubes to the wine.
That said, mead (honey wine) might sit nicely with oats, after all a braggot is a blend of grains and honey. And certainly, as a home wine maker there is absolutely nothing to prevent you from making wine from rice or barley or wheat ... or oats (or even whey). The thing is, as every brewer knows, grains (and whey) do not contain any simple sugars that yeast can easily ferment. They require that the brewer transforms complex sugars into simpler sugars through the action of enzymes either in the grains or added to them. Without this action on the part of the brewer there is no beer. BUT as a wine maker you could make wine from grains by adding simple sugars and using the inherent flavors of the grains (or the whey) as the flavor of the wine. Never tried to make an oat wine but I have made a wheat wine and a wine from barley (and as I also make cheese I often have whey from which I make an old Scottish drink called blaand.
So, go ahead and add some oats to your wine. In other words, I suggest that if you are looking for any added viscosity OR flavor from the oats I would add them to your secondary and that would allow you to rack off the oats after a week or two or longer rather than if you included the oats in the primary and you found for whatever reason that it took longer to ferment than the optimal length of time you would want the oats to be in the wine. More: adding oats to the primary means that you are basically using water to extract any key compounds from the oats. If you add the oats to the secondary you are using the alcohol in the wine to do the extraction and alcohol is a better solvent than water.
Good luck.