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If they are totally mechanical then i would say no they don't need them in space. Even if they are cyborg, if they have organic lungs then they will need air and the pressure of space would crush their lungs otherwise. If they have humanlike lungs then they will need it. If they have mechanical lungs, not so much.
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i thought they were some kind of cyborg, so technically some percent human so guess they'll use helmets just as every other guardians.