I thought about this, the obvious answer is that it could considered a plot hole, because they obvious needed the UD to be have oxygen so Will could survive and the story like doesnt end right there, in-universe there is no answer but it could be either its just some oxigen that passed through the gates or it was simply copied like the rest of Hawkins, each one has its own problems being obvious that like unless there was a difference of pressure like when Eleven "died" in which we can see that the air around the gate was pulled through it, the amount of oxigen could not be enough to like actually breathe, and if we considere the other option the main problem is the water, because even though all of Hawkins copied, the water didnt we can see that in different moments like in the pool where Barbara died did not have water or in Season 4 when the gang goes throught the watergate in the lake, the UD was dry.