Without oxygen, your body will die. And without "spiritual oxygen," your spirit cannot come alive. Only the Lord can give life to your body. And only the Holy Spirit can give "spiritual oxygen" to your spirit. The Christian life is as miraculous as breath itself. Receiving life-giving oxygen into your spirit is as easy as taking your first breath after being born. It just happens.
There are many religions, but only one type of spirituality that produces life on the inside. False doctrine tends to make you proud of your religious efforts. True doctrine, on the other hand, involves an understanding of just how far you fall short of God's holy requirements. To "breathe with Jesus" means in essence that you no longer trust in your religious deeds to save you. Now you are trusting Him, and what He did for you on the cross.
Before you trusted Christ, there was no spiritual oxygen so to speak in your spirit. That's because your spirit was "dead in sin." There was not an ounce of life in it. Your soul may have been busy carrying out religious duties, but there was no breath of God in that approach. Just striving, and pressing, and pride.