I've slept with blankets over my head in the winter as a kid and as an adult and I never suffocated from being under the blanket at all.
The blankets are breathable or at least should be breathable to where you can get air through the blanket and you should have some air coming in where the blanket meets the bed anyway.
Babies can suffocate under blankets due to them not being able to move around properly to get out from under the covers.
But as an adult you would wake up when you started having trouble breathing if you did and you would remove the blanket before you actually suffocated.
I've never had trouble breathing with my head under blankets and it keeps me warm.
But for babies you should not allow them a blanket until they are at least 1 year old.