Well if your parents have found good, clean (o2-rich) air in India, imho it should not be much of a problem finding it in the US....?
Please San - could you ask your parents to elaborate a bit more as to their deep breathing exercises? I´ve heard Pranayama incorectly taught can have an adverse effect AND there are very few teachers who can really teach Pranayama right. So was wondering - what type of deep breathing exercises are they learning? And at the risk of being too nosy, whereabouts in India? Apologise if this is asking for too much and obviously you do not have to reply :-) - or welcome to email me if you´d like this to be kept between us!
Thanks any ways!