The magnitude of the variation isn't nearly the same in the O2 vs CO2 cases. "16% O2 reduction is lost in the noise" is devastating evidence against the theory "0.2% O2 reduction has significant cognitive effects", but "16% CO2 reduction is lost in the noise" is weaker evidence against the theory "66% and 300% CO2 increases have significant cognitive effects".

I'm not arguing with you about implausible effect sizes, though. We should especially see significant seasonal effects in every climate where people typically seal up buildings against the cold or the heat for months at a time.