That’s not dysgenic. If you’re in an environment and supplements are available and you function best with them, that’s just a food source you’re adapted to. I don’t go around calling people poorly adapted for needing oxygen and vitamin C.
You brought up oxygen reliance as a silly point but you're actually right. Humans relying on oxygen actually isn't that great, we can't go into space or underwater (without external support) and we get out of breath when exercising. A group of humans that evolved to not need oxygen at all would be a great genetic improvement.
I believe the main evolutionary advantage of your anaerobic humans is that they're imaginary, so they don't have tradeoffs, which definitely helps if you want to add features.
I think I'd prefer to be able to detect low O2 instead of instantly passing out; that'd probably be good enough.