Notice CO2 are added very slowly? Sometimes with the aid of a diffuser (increase contact time/ contact area with the water)? That is to ensure that the gas dissolve into the water column before the bubbles reach the surface. Hence in a good CO2 setup, there would be hardly any bubble emerging at the output of the CO2 source, ideally everything should be dissolve into the water.
This is not in the case of air stone. Where bubbles are coming out violently and rapidly. There is almost no time for the oxygen in the bubble to diffuse into the water column before it raise and hits the surface and release into the atmosphere. I won't say that absolutely no oxygen from the bubble would diffuse into the column during the short contact time it has while rising to the surface, but the amount would be insignificant.