Oxygen is absolutely measurable, and your own body will quickly tell you something is very, very wrong if your 02 intake is too low, or even weird (which is why SCUBA mixes are a topic of their own.)
There is the matter that oxygen does affect light, which allows us to tell if an exoplanet has oxygen in the atmosphere, which means it's not invisible, just very transparent. But when we look at other worlds we detect oxygen by analyzing the light that comes from them, so we see oxygen.
In the meantime, the human species as we know it (homo-sapiens) has been around for 250,000 years. The monotheistic version has been around for about 4,000 years (and even Adonai had others in His pantheon. The temple priests of Adonai murdered Asherah, His consort, by massacring all the Asheran desciples and burning Her temples down). For most of that time, ancestors, elemental spirits and animal spirits were central to our religious faith, not high-concept deities. For the vast majority of human existence, God did not exist as He is commonly regarded in popular religions.