I think your mistaking feeling stuffy as a panic attack. Either that or the sttuffiness and thick air in the room is causing you to feel as though you cant breathe well...thus causing you to panic. When theres no air circulating in a room its normal for the air to feel thick and make breathing seem more difficult.
It could be that those two things are what make you comfortable in your room. I see it the same as not being able to snooze in a room with the door closed. Mine can't be closed or I get extremely uncomfortable.
