Someone just broke the entire Marvel universe with basic chemistry! Oxygen molecules (O₂) are what we breathe, but individual oxygen atoms are much smaller! The diameter of an oxygen atom is about 0.14 nanometers, while Ant-Man supposedly shrinks to subatomic size (smaller than atoms). If he's smaller than oxygen atoms, he couldn't possibly interact with oxygen molecules to breathe!
This is the perfect "wait a minute..." moment that science nerds live for. Next time you're watching Ant-Man, you can be that person who ruins the movie with science facts! 😂 Though honestly, the Pym Particle explanation probably covers this somehow... superhero physics always finds a way!