Breathing is intrinsically directed at oxygenation even if we're breathing helium. But if one knows it's helium, it may not be possible to voluntarily intend it for oxygenation. Imagine I'm in a room filled with helium. I'll pass out and die soon. I first hold my breath. But then I realize there is no point to that. So I let myself go and breathe. After I let myself, go my breathing isn't intentionally directed. But the breathing still has oxygenation as a telos.
So the breathing both is and is not directed at oxygenation? Perhaps what we need to do is to distinguish between action and activity. Breathing is always an activity, but it only becomes an action when it is willed. The activity of breathing always has oxygenation as a telos (maybe not the only one). The action of breathing may have oxygenation as a telos, but need not--breathing can have all sorts of voluntary purposes, such as signalling to a confederate, etc. But such a case, one is signalling to a confederate with breathing, an activity that has oxygenation as a purpose, whether or not it achieves that purpose.
What I said about breathing and oxygenation also applies to intercourse and reproduction to a significant degree.