Pharmological stress tests have a risk to the patient of an adverse reaction from the chemical agent and that includes chest pain. Also there are contraindications to cardiac testing for patients with recent MI event and unstable angina.
I don't know the chemical agent involved but but adverse effects occur in approximately 75% of patients undergoing dobutamine stress testing. Effects include ST changes (50%), chest pain (31%), palpitations (29%), and significant supraventricular or ventricular arrhythmias (8-10%.
Because you were treated with oxygen for hypoxia, it could inciate you had an ischemic event or broncho (respiratory) spasm..