Another chap mentioned the escape velocity of atmoshpere in low gravity.
I ask you how do you explain Titan a moon which holds a decent atmosphere and oceans of Methane and slow moving tidal waves et al? by your idea it would have lost everything and become like our moon.
Titan’s atmosphere consists of heavier molecules such as ethane. As these molecules are heavier, it is much less likely that they will attain escape velocity. Additionally, Titan is much, much colder than the earth and this also make it less likely that these molecules will attain escape velocity. Finally, Titan itself seems to consist of these molecules and any atmosphere that does bleed off will get replenished.