I had a chest x-ray due to ongoing, severe, SOB. The conclusion was asymmetric density in LLL, nonspecific & could reflect atelectasis, or developing airspace disease. Is the remedy truly just to breathe deeper?

Not really. It is important to determine the cause of that density. It may be necessary to have a CT to be certain nothing is in the lungs that may need treatment . Talk to your doctor to see what your next step may be.
Mgt/workup add. There are several possible conditions that can cause these radiographic and clinical findings. I would suggest a virtual appointment. The radiograph can be viewed by uploading it to your EMR. Please discuss whether you could have an embolism with your PCP.