Very good question!
Iko hivi, kuna factors nyingi zinazopelekea dunia iweze kuretain thick atmosphere ukilinganisha na sayari nyingine.
Sababu kuu ni gravity, sote tunajuwa gravity pulls everything down toward the earth's center. But gravity sio kitu cha pekee kinachofanya kuwe na atmosphere ya kutosha mfano mars inagravity pia lakin haina thick atmosphere ukilinganisha na dunia, why?
Hapa ndo inakuja Earth's magnetic field, kuna kitu kinaitwa solar storm ni kama wind but yenyewe inakuwa na charged particles emitted from the sun hizi particles zinauwezo wa kugongana na particle za atmosphere zikiwa zinakuja kwa speed zikaondoa kabisa hewa (imagine ukipuliza sehemu saivi) uwepo wa magnetic field unarepell (moving charges normally experience force when passed in region containing magnetic field) kwahiyo magnetic field ya dunia inasukuma hizi particles hazifiki huku kwenye lower atmosphere inaishia juu juu (thus why the upper atmosphere is mostly comprised of ionized molecules, ionosphere) sayari ambazo hazina strong magnetic field mfano mars utakuta atmosphere yake nyingi huondoshwa na hizi solar storms. Ukiunganisha hizi sababu mbili utaona kwanini mwezi hauna atmosphere (low gravity about 1/6 ya hapa duniani, low magnetic field strength)
Pia kuna kitu kinaitwa diffusion, in physics sisi tunasemaga ukiwa na mchanganyiko wa gases, rate ambayo gase molecules zinadiffuse (uwezo wa molecules za gas ku-move juu ya molecules za gas nyingine/ kwa maneno rahisi kusambaa) uko inverse proportional na density (Graham's law of diffusion) for this reason most of high denser gases like Oxygen, carbon dioxide utazikuta huku on the lower atmosphere kwasababu zinauwezo mdgo wa kudiffuse especially over lower denser gases like nitrogen which comprise about 78% ya atmosphere kama sikosei
Finally kuna baadhi ya activity zinapelekea kuzalisha gases hapa duniani. Plants produces oxygen, animals produces carbondioxide, water masses like oceans zinazalisha vapour, volcanic activities zinazalisha mages kibao pia. Ukijumlisha na stronger gravity, strong magnetic field, low rate of diffusion for heavy gases it makes sense for Earth to retain its atmosphere