Yep, or Enel wouldn't be able to breathe.
Or Enel doesn't need Oxygen, who knows, it's One Piece.
It's honestly a point that Oda can turn either way.
He can say that the Moon was terraformed long ago, so it still has an atmosphere.
Or that OP moons naturally have one.
Or that Enel didn't need oxygen thanks to his Logia - his lungs were pure electricity.
Or we'll soon find out that all humans and humanoid beings in OP are articially made, just like the automata from Enel's cover story, so they don't really NEED to breathe in space, they just THINK they do.