Using supplemental oxygen is not addictive. All living things need to breathe in oxygen everyday, as it is necessary to sustain life. It is very basic need we all have
to have, just like water or food.
With chronic lung or heart disease, the ability of the body to properly exchange air is severely diminished. Supplemental oxygen allows a little extra oxygen to be absorbed into the body, easing the work of an already stressed out respiratory system.
I feel one reason some people may feel oxygen is an addiction may be because the person using the oxygen may become fearful or cranky if they don't have their oxygen. If you have ever been short of breath or had the wind knocked out of you, you know it is a very uncomfortable and scary feeling. Think of how that would feel if you had it all day every day! This would be an uncomfortable way to live, but oxygen use can help it be a little more bearable.