It doesn't mean that.
Oxygen is Considerd as matter.The matter has mass and takes up space. You can prove that oxygen is matter a couple of ways.
One way is to blow up a balloon with oxygen. Before you added the balloon, it was empty. When you added air, the balloon expanded, so you know it is filled with something! A balloon filled with oxygen sinks to the ground. The compressed air is heavier than its surroundings, so the oxygen has mass or weight.
some gases can't be perceived by senses, but these gases are considered as matter
Another thing is that,our skin can sense the oxygen
A breathtaking trick potentially left over from our amphibian ancestors might be found in us —the ability to sense oxygenthrough our skin. ... When oxygenis limited, the body hikes up red blood cell production by pumping out the hormone erythropoietin,