People are giving such bizarre examples for why it helped.
Just think of a thermometer.
If it removes heat as it measures it (consumes oxygen) then it will measure everything too cold if the system can't replace the heat that's removed (this is like having an insulated thermometer).
If your thermometer replaces heat as it removes it it solves this issue.
When is this an issue for a thermometer? If your thermometer is too large in terms of heat capacity for the objects you're measuring the temperature of.