That, too ^_^. I always imagined Storm's powers automatically made her always able to have enough oxygen/the right amount of air pressure/etc. when she flew, since they're weather powers, but Jean and Rogue (and Carol) technically shouldn't be able to fly around at the same height as airliners without something to help them breathe.

(Then again, the Phoenix Force managed create giant birds made out of fire in space, so obviously the normal laws of physics don't apply to it)