I've heard this nonsense before. It goes that once on Oxygen or on 1 liter or 2 liters or what have you - you are taking a grave risk of pulmonary failure if you turn your oxygen up either under certain circumstances such as exacerbation or exercise or on a regular basis.
Ask your pulmonologist - some RTs, RNs and LPNs, even General Practitioners still spread this goofy theory that was proven wrong Years ago!
If you're having problems breathing it's absolutely OK to turn your oxygen up a liter or even 2 - you will not overdose on oxygen! If your Doctor suggests that you go from 2 liters to 3 liters - please do it! Oxygen saves every single organ of your body, especially Heart and Brain!