The link suggests that a negative peak can be obtained if the mobile phase contains more dissolved oxygen than the sample. This doesn't make sense since the lack of something does not produce a peak directly.
Actually, the lack of something *does* show as a negative peak at the same retention time as the presence of that something. The phenomenon is called "vacancy chromatography" and has actually been exploited as an analytical technique.
Is it more likely that the peak attributed to oxygen is actually a solvent peak with a higher concentration of dissolved oxygen?
That is a "distinction without a difference".
Is it easy to nullify an interference related to dissolved oxygen by 'balancing' the absorbtion of the sample and mobile phase?
"Absorbance matching" *can* be done, but is a PITA to get those small differences to match up, so very few people do it. A better (easier) approach would be to tweak the selectivity so as to move your analyte peaks away from the interference.