In fact, the Earth is continuously losing atmospheric gasses. Other planets do not have similar gasses because they do not have LIFE. Earth is unique in having living beings that produce, as part of the cycle of life, oxygen, nitrogen, hydrogen, carbon-dioxide, methane, and other gasses that either bond to create dense liquids (held to the sphere by gravity) or remain gaseous and rise (eventually into space).

It is very likely that our atmosphere is not quickly sucked away for two reasons. First, it is continuously being replenished. Second, the force of gravity is greater than the vacuum of space.