Yes, O2 gas concentration can be expressed in units of mg/m^3. However, the value is dependent upon temperature and pressure.
At Standard Ambient Temperature and Pressure (SATP), 25°C and 100 kPa, the conversion is:
1% O2 = 12,912 mg/m^3
Logger Pro (version 3.13 and newer) and LabQuest 2 App (version 2.72 and newer) include this as a unit change option for the O2 Gas Sensor. However, note that it is only valid at SATP.