Neelix losing his lung - does this have ANY significance to the series? In fact is this even mentioned again in the series? I think the answer to both is "no." If a main character loses a lung, it should matter; maybe he needs special equipment to help his stamina during away missions, just something to communicate to the audience that what they've just seen actually matters and the writers aren't just throwing ideas out there with no regard for continuity.
I'm one of the staunchest supporters for continuity and Voyager hitting the reset button every week, but I'm going to go ahead and disagree with you here. The point of the story isn't Neelix's lung. That was simply the macguffin that got the plot moving. The point of that story was to introduce the Viddians, a technologically advanced race who had the very capability to steal your internal organs out from within you, and that is dangerous. The Viddians go on to be a race that Voyager encounters numerous times.
Again, setting aside the "lung", Neelix gained a respect for away missions in this episode, realizing that they are dangerous. The Doctor was able to show that he was highly capable this early in the series. Kes was shown to care deeply for Neelix. And more importantly, Neelix was shown to be a valued member of the crew, even though he had just signed on to Voyager weeks before. In the face of a dangerous new enemy, Voyager seeks out the perpetrators in order to seek help for their new friend. They could have let Neelix die.
Continuity isn't just about experiences being carried over from episode to episode, but about the changes in the character, so that they aren't just static but dynamic. If you wanted to point out instances where a character should have learned from their mistakes in a previous episode and didn't, Voyager has MANY MANY MANY more better examples than a character losing a lung.