I'm afraid this is one of the many things that 300 has garbled completely. There was no Oracle at Sparta. Nor was there a divine mandate against Leonidas marching out. The ephors (a board of 5 annually elected magistrates) ordered him to pick his troops and march. This was in accordance with the Greek alliance’s general plan to stop the Persians at Thermopylai and Artemision. Leonidas and his men left Sparta weeks before any religious restrictions related to the Karneia festival or the Olympic Games came into effect.

In the graphic novel and movie, the corrupt Oracle prevents the Spartans from marching out in force, to which Leonidas responds by choosing 300 companions to go for a northward stroll, in open defiance of the Council of Elders. No surviving version of the story of Thermopylai ever even hints at such a rift between Leonidas and the Spartan authorities.

There are two probable reasons why 300 nevertheless chose to tell the story this way.

The first is unique to its version of history: it goes to absurd lengths to glorify the person of Leonidas. It makes him dramatically younger (the real Leonidas was about 60 at the time of his death), which helps to make him more physically attractive and capable while also closing the age gap with his wife Gorgo (who would have been about 27). Of course, he is shown to be a passionate and considerate lover, and we are never told that the woman he is having sex with was his niece. The adaptation also takes away the blight of sacrilege that clung to Sparta after the murder of the Persian messengers, and instead paints this outrage as a heroic act on Leonidas' part. Throughout the story, Leonidas is the wisest councillor, the best fighter, the most faithful husband and servant of his state, the most mature and forward-thinking leader but also the fiercest and bravest warrior, and so on. In short, the movie 300 is committed to making Leonidas into a paragon of “Western” masculine virtue.

But this moral ideal is a modern one. It warps the historical figure to make him fit modern sensibilities. Agnostic, rational independence of mind and defiance of authority fit our picture of the perfect man better than the real Leonidas’ piety and blind obedience to the laws of his community, and so his story was rewritten to "update" his behaviour. Instead of taking oracular pronouncements as the literal words of the gods, he recognises them as bald-faced political manipulation. Instead of following the ephors’ orders to a fault, he now cheekily ignores their decision for the greater good. This rewrite takes away the entirety of Herodotos’ explanation for Leonidas’ last stand (namely, that he could not bring himself to leave the station he had been assigned by the ephors). The version of 300 therefore has to replace it with a newly invented narrative about an attempt to show that the Persian king is mortal (in fact the kings of Persia never claimed otherwise).

The second reason has a much longer backstory. It is to do with a plot hole in the ancient Spartan propaganda narrative that 300 builds on. After the war was over, the Spartans let it be known that it had been their unrivalled commitment to the fight against Persia that rallied the Greek resistance and led to final Greek victory. They wanted everyone to believe that Spartan willingness to sacrifice themselves for the common good had been absolute from the start. But any critical observer could point out that the force they had sent to Thermopylai was wildly insufficient to stop Xerxes. The Athenians had sent their entire fleet, but the Spartans had sent less than 10% of their army. If the Spartans were really so dedicated to the defence of Greece, why had they only sent a handful of men to the pass, and why had they asked their allies for only a few more in support?

We learn from Herodotos that the Spartans told two different stories to explain this. The first was that an oracle had foretold that one of their kings would die, but this would bring them victory. Considering this oracle, the ephors and the Council of Elders decided to send Leonidas with a small force on a deliberate suicide mission. According to this story, they sent only a few men because they knew, and actively planned, that Leonidas and his men would be defeated and killed to save the rest of Greece. However, for those who remained sceptical, they also told a second story, which was that when the army was sent out, it was only meant as an advance guard. The rest of the levy would follow later, but could not march right away with Leonidas, because the Dorians of the Peloponnese were observing the Karneia festival (and the people of Elis, one of Sparta’s bigger allies, were keeping the Olympic truce).

The first story is improbable; while the army sent to Thermopylai was clearly much too small to stop the Persians, it was much too large to be a plausible suicide squad. Meanwhile the second story is demonstrably a lie. Herodotos gives us a clear sense of the chronology of the events, showing that the start of the Karneia was still at least 10 days away when Leonidas left Sparta. There was no reason for anyone to stay behind in the Peloponnese (and indeed, those who went to fight at sea with the Athenians sailed in full force). It is clear what is really going on here: the Spartans meant to send only a token force for the defence of Central Greece, and fabricated some reasons when the other allies called them out.

In any case, you can see how the movie 300 arrived at its strange version of the story. Frank Miller and the scriptwriters took the two Spartan excuses and mashed them together. Instead of the small force being the result either of an oracle or of a festival, they made it the result of an oracular decree to honour a festival. In the process, they turned Leonidas’ actions from the obedience of an oracle and/or public decision into the defiance of an oracle and the related public decision. The whole thing seems to be part of a deeply unhistorical attempt to make oracles and religious festivals into superstitious obstructions to the heroic deeds of Spartan soldiers, rather than as the core motivations that they themselves offered to explain what they had done.