Plenty of O-stars have been observed in H-alpha because they're in star forming regions. But there are plenty of others - runaways and the like - that haven't. A survey of these stars may turn up nearby ionized features. We may find externally illuminated AGB stars, allowing for determination of their ejecta composition with diagnostic lines that are usually unexcited and unavailable. We may find bipolar ejection nebulae or planetary nebulae with peculiar illumination patterns because they are not centrally lit.
A good starting point & justification for this survey would be to estimate the chance of a coincidence (within 5 pc? 10 pc?) of an O star and an AGB star given purely random sampling. Based on the detection of SBW 2 in Carina, I think the odds must be pretty good.