An oxygen molecule can easily cross a plasma membrane while sodium (na+) ions are unable to cross the membrane without assistance. this is largely due to the fact that:

The hydrophobic core of the membrane does not allow the charged particles to pass through it.

Explanation:

The inner core of the membrane is made up of hydrophobic fatty acid tails of phospholipids. Due to this, some substances such as large, charged and polar particles cannot cross the membrane. This is why Na+ with a positive charge cross the membrane with the help of transport proteins only. On the other hand, molecular oxygen (O2) has a small structure and does not carry any charge. Therefore, it can cross the membrane without any help of transport proteins.