Considering how most Imperial planets are more or less entire factories and screw up their atmosphere, shouldn't have the Imperium more or less run out of usable planets by now?
Actually, most Imperial planets are not.
Hive Worlds and Forge Worlds almost certainly have nothing remotely aproaching a breathable atmosphere, but since everyone lives in Hives or other arcologies on those worlds it doesn't matter (at least, so far as in-universe physics and biology is concerned - there would be some very real problems with real science).
Hive and Forge Worlds, while probably the most important, are fewer in number than one might think. Far less than 50% of all worlds, even combined. They just get mentioned a lot because, well, they are the most important.
Other worlds - your Agri-worlds, Feudal Worlds, Ferral Worlds and all those that are urbanized, but not yet hive have perfectly breathable atmospheres for the most part.