Why we use a 2nd order filter to build a higher order filter?
(1) Up to now - all responses were related to a filter design strategy which is called "Cascade design". This method uses filter design design tables to realize higher order filters by cascading 1st and 2nd order active stages.

(2) However, there is another strategy called "direct synthesis". Using this approach you can transfer a passive RLC reference ladder network of any order into an active circuit (active L-simulation, FDNR-technique). For the passive reference structure, tabulated parts values are available.

(3) Another method of direct filter synthesis is based on multi-feedback-topologies for basic active stages like integators (Leapfrog structure, Follow-the-Leader FLF, Primary Resonator Block PRB).   

Comment 1: It was shown that all realizations based on those "direct methods" have much better passive sensitivity figures than the "cascade filters" (passive sensitivity is the sensitivity of the whole filter circuit upon tolerances of the passive parts R and C)

Comment 2: Regarding oscillation: No, there is not a specific problem for higher order filters. This is true for the cascade approach as well as the direct filter synthesis. 

The tendency to oscillation does not depend on the order of the filter but to the pole location only. For high-Q filters the poles must be placed rather close to the Im-axis of the s-plane. In this case, there could be a problem if - due to unwanted influences (parts tolerances) - one of the pole pairs is shifted towars the Im-axis. 

However, it is to be noted that the pole location of the various 2nd-order blocks does depend also on the filter order. For example, for a 10th-order Chebyshev lowpass (ripple 1 dB) the maximum pole-Q is Q=22.3. This is equivalent to an angle alpha=88.7 deg (the imag. axis is at 90 deg). The angle alpha is between the real axis and the vector to the pole location in the left part of the s-plane.