Not breathing oxygen is way more toxic, though. That will kill you in a few minutes.

Sure, I imagine off-world lifeforms having entirely different metabolism. Like when we hear “this planet has a methane atmosphere” it’s like holy cow, sounds rough, but alien entities would possibly think the same thing about our planet of water and nitrogen. Imagine how horrible it would sound to someone who was water-soluble. “H2O rains down from the sky!!”