Question

Why does combustion require oxygen and not someother gases

Answer 1

Firstly, not all burning require oxygen. Our sun is probably the largest burning object in our sky - it doesn't really need Oxygen for the burning that's happening there.

Where oxygen is involved the main reaction is Oxidation. A common consequence of oxidation is that it generates a large amount of heat energy - hence the correlation to "burning".

So no - oxygen is not needed for "burning" per se.