Yes they do. You could check it yourself for cheap - buy one of City AO2 oxygen sensors, take a multimeter and just measure. Instead of usual 20.9% you will get barely 18-19 depending on density of mask. Fancy "reuseable" masks could show even lower values. It is so easy to check that even low IQ person could do it without any problems at home.

If you are completely handless and think that sensors and wires are some kind of magic, you could easily just put your stupid mask on and run a mile. Then do it without mask. Compare your feelings and breathing rates in both experiments. Think a little. I can't think out anything easier for you.

Why don't you want to check it yourself instead of referencing some shitty lying authority?