Why feed the delusion?

Talking about Penny and her delusional state. When she first arrived at the hospital Dr. Now asked her why she had the oxygen since her blood saturation rate was better than his. She responded with some lame lie that she didn't know why but she'd turn blue if she didn't have it. Any insurance provider, especially state Medicaid will not just give you things because you want them or even if your doctor says you need them. Like James trying to get a medical transport to Texas. Dr. Now fought for that and he couldn't pursuade his insurance which I figure is probably Medicaid. So how does Penny have oxygen she apparently doesn't need?

So I wonder why she wasn't taken off it? Or at least follow up with her doctor that prescribed the oxygen and ask why she needed it? Like when he followed up with Betty Jo and her " cancer" mass in her back and broke that delusional bubble.