Well, this is not as straightforward as it sounds. It depends on how much benefit the bypass surgery was expected to give you. How long ago did you have the surgery and did you have shortness of breath to the same extent before?
I had a triple bypass but after three months I was very short of breath and an angiogram showed that the grafted vessels had all failed. This doesn't mean it is the case with you, but it would warrant some further investigation. If for example you had 4 blockages but they only bypassed three for whatever reason, then this could be a reason. Do you know the details of your blockages pre surgery and what they did?