Okay, real talk.
When did TIE Fighters become ships with air inside? Is this just a TFA thing or is the old pilot dependency thing non-movie level canon? If so why do the FO pilots still have the mask with a hose attached?
I always thought it was just an extra level of protection for the pilot in case of a hull breach. (And make them as faceless and emotionless as stormtroopers.) They did design oxygen masks for the rebel pilots in the original film, but were nixed so the good guys’ faces could be seen.
On a side note, I think the old Marvel comic drew Vader with a life support hose while flying his fighter at least once. No evidence he ever had one in the film, AFAIK.