I'm with Cloaky on this one. You know how, sometimes, if you're trying to calm your nerves, you take a few deep breaths? Because it increases oxygen in your system and helps allay some of the feelings of panic? There's no reason to assume this wouldn't also work with Andalites. The way I read that one, it was literal, with a slightly deeper meaning of Ax steeling himself for what he was about to say. It makes sense to me. Just because Andalites don't require a breath in to speak doesn't mean breathing doesn't affect them in other ways.