It's not as common at 36 weeks, but yes, lung development is still an issue.  My now 6 month old was in the NICU for nearly 2 weeks with immature lungs when he was spontaneously born at 36 weeks.  My first baby was spontaneously born at 35 weeks with very minimal lung issues (just some fluid at birth) and only stayed in the NICU for 35 weeks to gain some weight and get over a little jaundice.  My middle 2 babies were 38 and 39 week deliveries and were perfectly healthy and...