Pure O2 is preferred over regular room air which contains only ~21% O2. Keep in mind that even a short trip of, say, 3 hours means the fish has been in a jostling bag for upwards of 3 to 5 times, or more, the travel time from initial bagging, transport to shipping facility, the actual travel, wait and processing time by the shipper, and pick up and travel to final destination. And, finally, the acclimation time at the destination.
In overseas travel, fish can be transported several times, by different carriers, through trans-shippers where the fish are resorted prior to the last leg of their travel. Here, the fish are usually given a partial water change and possibly a rebagging before going to the wholesalers or end customers on custom orders.
Using pure O2 makes the stress of travel easier on the fish. Especially if there is a schedule interruption or delay in getting the fish to their destination.