Lack of oxygen in the blood can be very serious. Not a dumb question at all. Almost all other drugs can be used in different ways. But, I have met numerous people in my career as a police officer, who breathe gasoline vapors to get high. Meaning the body would not become dependant on them.
Inhalants are more psychologically addictive.
People feel they need to use them to make it through the day, or just to cope. It has been my experience in speaking with the abusers, that they just enjoy the feeling they get from them, and ignore the long term dangers. I have seen people mentally deteriorate over the years from the use of inhalants. All of this damage is known to be irreversible. Some liver and kidney damage and the blood oxygen depletion is believed to be reversible.