Well, the majority of volcanic gas is made up of CO2 and SO2. This would mean they would need something like potassium super-oxide or the like to split the nonmetal from the oxygen for cellular respiration.
Now, it may be said that C or S could be used instead, but you get a lot more bang for your buck if you use oxygen. Besides, while Sulfur may have similar properties to oxygen, it is far more reactive due to its extra shell of electrons, making it harder to work with. Carbon is good at chaining, so the Vasari could get their carbon this way since they don't eat, but it doesn't work for any sort of fast chemical reaction for generation of energy.
We use a few things for energy:
ATP/Adenosine Triphosphate: a very powerful method of generating energy, this can also store it pretty efficiently. Cells use this for everyday tasks. You don't use sugar for energy, you use sugar to make ATP. ATP fuels/starts all organelle reactions.
Glucose: the most readily broken down sugar, this is easily absorbed by cells and is quickly broken down to turn ADP (adenosine diphosphate) into ATP.
Other Sugars: these are turned into glucose in the digestive system. Those that cannot be (such as artificial sweeteners) are not absorbed into the blood and pass out of the excretory system.
Starch: a great way to store sugars long term
Fats: while incredibly energy dense (and can last for decades), this takes a while to break down, for this reason, you must first burn through almost all glucose in the body before you begin using more than a fractional amount.
Now, when we use oxygen, it is used to break down glucose into H2O and CO2. The energy is then used to turn ADP into ATP. Simply put, due to a lack of surface area (comparatively as our lungs have the area of a tennis court), they would have to use every last bit they could. This means that they would use readily available dioxide compounds to get the oxygen atoms therein.
Simply put, 2>1. More atoms means more respiration and Vasari that can stay alive. Now, because the blood vessels would be close to the surface, they could likely pick up any oxygen that happens to be nearby.
So, their problem with our air isn't so much the air itself, but rather the pressure. If you cranked the PSI up by 10 or 12 times, they would be much more comfortable. This likely means that in Diplomacy, they must wear compression "masks" to compress the air so that they can fix the problem of not having a hundred more PSI.
The plus side is though that the Vasari would need nothing more than an air compressor to stay alive in a meeting. No clumsy air tanks or volatile chemicals, just a little compressor to make them more comfortable.
Just thought of this, if you took any part of your suit off in space, would it not cause a violent decompression that would likely give you third degree frostbite? I mean, sure, once in a vacuum, not much is going to happen. If you had a helmet on with a really freaking tight seal, you could survive (assuming you had something on to block gamma rays), but the problem arises during decompression. I would think that the sudden loss of air would at least freeze the skin, if not below it...