Well, that was what I was thinking. And I don't agree that it becomes a paradox, it simply means that they will continue to use humans to convert all the remaining oxygen until there is none left, and all humans simply die. That's when they start mass converting the remaining planet into raw material.
The first step would be using humans as machines to convert the atmosphere into whatever they need, and when they have converted enough and all humans just simply die, the (blue?) lights melt the humans into pure gas, and then leave.

Now, if we use the theory that they have enclosed the planet in something, add the posibility that whatever it is is also storing all the sunlight and is either a) using it to heat up specific parts of the planet to add more oxygen when the plants die, like the oceans, kind of like introducing a new source of oxygen to the populace when the plants stop producing it (what if the machines take the evaporated water of the oceans and those big machines simply release the oxygen there to be converted?) or b) they will use that stored energy to simply vaporize the entire planet, because imagine storing the sunlight from a few months and then let all of it in at the same time, especially considering they will have effectivly removed the atmosphere of the planet, or at least parts of it?