It doesn't. The oxygen atom has 6 valence electrons in it's outer shell. If it forms a SINGLE bond with another oxygen atom then it is not achieving the 8 electrons in it's valance shell that is 'wants'. By forming a double bond with another oxygen atom, it is sharing two electrons from the other atom and this is what completes the octet. IF an oxygen atom started off with 7 valance electrons (like Fluorine for example) then a single bond would be sufficient to complete the octet. If you look at the Lewis structure for an F2 molecule you'll see this.
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