Well, the Oxford does note that the word "piss" is taboo or slang. Also keep in mind that the first definition of "piss" is to urinate, so you can see how the derivative phrases could be regarded as unpleasant. They are often associated with anger and vulgar language (at least in American culture). There may be a difference in use or connotation between American and British English. I have heard that in England "to be pissed" means to be drunk, while in America it means to be extremely angry.
ETYMOLOGY: Middle English pissen, from Old French pissier, from Vulgar Latin *pissiare, of imitative origin.
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