Your question concerns the term structure of volatilty. In this case, USO's vol term structure is inverted (downward sloping) since far-dated IV is less than current. Please keep in mind that the market determines the shape of the term structure and it can and will change over time. Currently, USO has seen a steep correction and there is some geopolitical 'sabre rattling' leading to high realized vol and also high implied vol; but the market thinks this volatility will subdue over time. Hence the inverted term structure of vol.
As for your comment "Should not the volatility be more in the back month since it is further, hence more uncertain, hence there is greater possibility of a large move?" don't think of it this way. Your intuition is that it's easier to "predict" March 20 price than the Oct 16 price, so therefor the Oct 16 contract is more uncertain and should have higher IV. This is not the correct way to think of this.
Rather, think of the IV in the Oct 16 contract as an average IV over the next six months. So infact the 43% Oct IV includes the 54% March IV, implying that market participants think USO will be very volatile in the near-term but will subdue substantially in the subsequent five months.