Oh yeah? We have just the same point in "Trivia" section about the Lunar Base. And if there MAY BE some logic to have oxygen on mothballed lunar base, there is absolutely no reason to have oxygen onboard of military spaceship! Especially if her crew didn't need oxygen at all.
Additional mass to accelerate, the fire risk, the danger of explosive decompressions under combat damage... Basically it's a bad idea to have oxygen-filled warship even with human crew, exept the living sections. For the Gems this is counter-logical.