Hypoxia or shortness of breath isn't just uncomfortable, it is dangerous to every system in your body, especially your heart and brain.
The heart is a muscle that when in a condition of hypoxia has to work extra hard. If this happens enough the right side of the heart will stretch out of shape. You have what's known as pulmonary hypertension and eventually cor pulmonale - enlargement of the right ventricle.
The high energy requirements compared to the low energy reserves render the brain particularly vulnerable to hypoxic conditions. Although it constitutes only a small fraction of total body weight (2%), it accounts for a disproportionately large percentage of O2 consumption (about 20%). The longer the duration of hypoxia, the larger and more diffuse the areas of the brain that are affected. The most vulnerable areas seem to be the brainstem, hippocampus and cerebral cortex. Injury progresses and eventually becomes irreversible except if oxygenation is restored.
Acute respiratory failure accounts for 38% of fatalities for COPD patients, 30% of people with COPD die of cardiovascular disease, 11% from pulmonary infection, pulmonary embolism takes about 10% and 7% die of lung cancer.
Bottom line, if you have been prescribed Oxygen Therapy - for crying out loud, people, USE IT!
Your lungs, your heart, your brain - Your BODY will Thank You!