No harm in doing that. It's a natural reaction that little ones have. In fact, when mine were babies, I couldn't take them out on windy days because they were constantly making the gasp for air. She'll outgrow it.
By the way, what you do (blow in her face to get her to take a breathe) is what we were taught to do with a 1 year old in my class who used to turn blue from not breathing during tantrums.
Its better that a 2 month old doesn't get to the stage of losing her breath by crying that hard, distraction will work , picking her up and dancing round with her will work , music and games are good .I don't think I would blow on her face but it may not be harmful .
i don't think so i have three kids and each time they would cry or something non stop and did not stop to take a breath i would blow quick in their face to get them to catch their breath. she is probably just surprised by the air or catching her breath i have noticed that some times mine would gasp but it is nothing serious.