Study to Evaluate Loncastuximab Tesirine With Rituximab Versus Immunochemotherapy in Participants With Relapsed or Refractory Diffuse Large B-Cell Lymphoma

Inclusion Criteria: * Male or female participant aged 18 years or older * Pathologic diagnosis of DLBCL, as defined by the 2016 World Health Organization classification (including participants with DLBCL transformed from indolent lymphoma), or high-grade B-cell lymphoma, with MYC and BCL2 and/or BCL6 rearrangements * Relapsed (disease that has recurred following a response) or refractory (disease that failed to respond to prior therapy) disease following at least one multi-agent systemic treatment regimen \[For China only: Adequate first line anti-DLBCL therapy is defined as having received at least 4 cycles of multiagent systemic treatment regimen containing rituximab and anthracycline, unless the participants are intolerant to the regimen, or had disease progression during the treatment. If disease progression occurred during the treatment period, then the disease is considered refractory where the number of treatment cycles will not be specified. For participants who are ineligible for anthracycline, anthracycline is not required.\] * Not considered by the investigator to be a candidate for stem cell transplantation based on performance status, advanced age, and/or significant medical comorbidities such as organ dysfunction * Measurable disease as defined by the 2014 Lugano Classification as assessed by positron-emission tomography (PET)- computed tomography (CT) or by CT or magnetic resonance imaging (MRI) if tumor is not fluorodeoxyglucose (FDG)-avid on screening PET-CT * Availability of formalin-fixed paraffin-embedded (FFPE) tumor tissue block (or minimum 10 freshly cut unstained slides if block is not available) Note: Any biopsy since initial diagnosis is acceptable, but if several samples are available, the most recent sample is preferred \[For China only: This inclusion criterion is not applicable\] * ECOG performance status 0-2 * Adequate organ function as defined by screening laboratory values within the following parameters: 1. Absolute neutrophil count ≥1000/μL (off growth factors for at least 72 hours) 2. Platelet count ≥100000/μL without transfusion within the past 2 weeks 3. ALT, AST, and GGT ≤2.5 × the upper limit of normal (ULN) 4. Total bilirubin ≤1.5 × ULN (participants with known Gilbert's syndrome may have a total bilirubin up to ≤3 × ULN) 5. Calculated creatinine clearance ≥30 mL/min by the Cockcroft and Gault equation Note: A laboratory assessment may be repeated a maximum of two times during the Screening period to confirm eligibility. * Negative beta-human chorionic gonadotropin (β-hCG) pregnancy test within 7 days prior to start of study drug (Cycle 1 Day 1) for women of childbearing potential * Women of childbearing potential must agree to use a highly effective method of contraception from the time of giving informed consent until at least 12 months after the last dose of study treatment. Men with female partners who are of childbearing potential must agree to use a condom when sexually active or practice total abstinence from the time of giving informed consent until at least 7 months after the participant receives his last dose of study treatment. Exclusion Criteria: * Previous treatment with loncastuximab tesirine * Previous treatment with R-GemOx * Known history of hypersensitivity to a CD19 antibody, loncastumiximab tesirine (including SG3249) or any of its excipients, or history of positive serum human ADA to a CD19 antibody * Pathologic diagnosis of Burkitt lymphoma * Active second primary malignancy other than non-melanoma skin cancers, non-metastatic prostate cancer, in situ cervical cancer, ductal or lobular carcinoma in situ of the breast, or other malignancy that the Sponsor's medical monitor and Investigator agree and document should not be exclusionary * Autologous transplant within 30 days prior to start of study drug (Cycle 1 Day 1) * Allogeneic transplant within 60 days prior to start of study drug (Cycle 1 Day 1) * Active graft-versus-host disease * Post-transplantation lymphoproliferative disorders * Active autoimmune disease, including motor neuropathy considered of autoimmune origin and other central nervous system (CNS) autoimmune disease * Human immunodeficiency virus (HIV) seropositive with any of the following: 1. CD4+ T-cell (CD4+) counts \<350 cells/μL 2. Acquired immunodeficiency syndrome-defining opportunistic infection within 12 months prior to screening 3. Not on anti-retroviral therapy, or on anti-retroviral therapy for \<4 weeks at the time of screening 4. HIV viral load ≥400 copies/mL * Serologic evidence of chronic hepatitis B virus (HBV) infection and unable or unwilling to receive standard prophylactic antiviral therapy or with detectable HBV viral load * Serologic evidence of hepatitis C virus (HCV) infection without completion of curative treatment or with detectable HCV viral load * History of Stevens-Johnson syndrome or toxic epidermal necrolysis * Lymphoma with active CNS involvement, including leptomeningeal disease * Clinically significant third space fluid accumulation (i.e., ascites requiring drainage or pleural effusion that is either requiring drainage or associated with shortness of breath) * Breastfeeding or pregnant * Uncontrolled hypertension (blood pressure ≥160/100 mm Hg repeatedly), unstable angina, congestive heart failure (greater than New York Heart Association class II), electrocardiographic evidence of acute ischemia, coronary angioplasty or myocardial infarction within 6 months prior to screening, uncontrolled atrial or ventricular cardiac arrhythmia, poorly controlled diabetes, severe chronic pulmonary disease, or other serious medical condition which is likely to significantly impair the participant's ability to tolerate the study treatment * Major surgery within 4 weeks prior to start of study drug (Cycle 1 Day 1); radiotherapy, chemotherapy or other antineoplastic therapy within 14 days prior to start of study drug (Cycle 1 Day 1), except shorter if approved by the Sponsor * Use of any other experimental medication within 14 days or 5 half-lives prior to start of study drug (Cycle 1 Day 1) * Received live vaccine within 4 weeks of Cycle 1 Day 1 * Failure to recover to ≤Grade 1 (Common Terminology Criteria for Adverse Events \[CTCAE\] version 5.0) from acute non-hematologic toxicity (except alopecia) due to previous therapy prior to screening * Congenital long QT syndrome or a corrected QTcF interval of ≥480 ms at screening (unless secondary to pacemaker or bundle branch block) * Any other significant medical illness, abnormality, or condition that would, in the Investigator's judgment, make the participant inappropriate for study participation or put the participant at risk * Known history of hypersensitivity to oxaliplatin or other platinum-based drugs, or gemcitabine, or rituximab, or any of their excipients