The Giant Pacific Octopus wrote:
And in Monster Zero, Rodan had no problems breathing in outer space. Even though the surface of Planet X seems devoid of oxygen (Glenn and Fuji had to wear space helmets)

The helmets were precautionary.
There was oxygen on Planet X's surface. You see them outside later on without helmets (Glenn encounters Nmakawa look-alike). You also see Xians on the surface without helmets (moisture gathering before Ghidrah's battle with Godzilla and Rodan).