Deep breathing activates the parasympathetic nervous system which decreases the heart rate and dilates blood vessels, reducing your overall blood pressure.

Strengthening the muscles you use to breathe make it easier to do and thus puts your body in a relaxed state more often.

You don't need a device to do this. You can also do any popular deep breathing exercise like Wim Hof, square breathing, 4/7/8 breathing, or restricting airflow with thumbs in nostrils. A device may be more effective at training your resistance however.