It's normal. I do it too. I think a lot of people do it but just don't notice it.
I know that asficiation (sp) while masturbation is suppose to produce a really intense orgasim, bt it is really unsafe to do. Young people have died while doing it. What happens is they start by holding their breathe and when that no longer produces the intenseness that they cravy, they move on to hang themselves just to the point it produces the orgasium they crave, problem is, sometimes the hanging goes to far and they go unconscience and end up hanging themselves for real. So, I wouldn't recommend you continue this practice.
how do you know that holding your breath produces an orgasm anyway? maybe (if you are even able to think while having one) holding your breath just sort of happens
holding your breath would push your diaphram down? thats an educated guess though not for sure