My friend has 4th stage breast cancer, her lungs are filling up with tumors, why wouldn't her docs give her an oxygen bottle to use whenever needed?

Unclear: Oxygen would only be helpful if her oxygen levels are low. This is easily checked at the md's office and it may be that even though your friend has multiple metastasis, she does not have low oxygen levels.

Depends: Many patients with lung problems or cancer in their lungs can still get enough oxygen in their blood without supplemental oxygen. They may feel short of breath, but if the oxygen level is not low, giving more oxygen is not necessarily the answer. For most insurances to pay for home oxygen, oxygen saturations must be documented at less than 88%.

Patient Comfort: I don't know. The importance is keeping her comfortable. If oxygen makes her comfortable---so be it. There is no medical reason not to. Does she have hospice involved? They are very knowledgable in end of life care for the patient, family, and friends. If the docs will not cooperate find new physcians. If she is continuing her treatment; comfort is still key for a patient.