When doing cardio, do you let your involuntary nervous system handle your breathing or do you make a conscious effort to get enough oxygen?

I used to let my breathing go on "autopilot" when I did cardio, but I noticed when I made a conscious effort to make my breaths as deep as possible I noticed I had WAY more stamina.

Although there's virtually no cholesterol so I think getting enough air into my lungs versus getting the oxygen circulated through the bloodstream is going to be more of a limiting factor for me than most people.
When doing cardio, do you let your involuntary nervous system handle your breathing or do you make a conscious effort to get enough oxygen?
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