As other people are saying, gravity holds it down. Most air molecules that briefly escape get pulled back down again not long later by gravity. However Earth’s atmosphere actually is thinning rather quickly. During the time of the dinosaurs it may have been as high as 4 or 5 times today’s atmospheric pressure. This might have even allowed some large dinosaurs to fly, even though they might not be able to fly in today’s thinner atmosphere.
[source](https://pubsapp.acs.org/subscribe/archive/ci/30/i12/html/12learn.html?#:~:text=The%20pressure%20could%20have%20been%20~4%E2%80%935%20bar%20from%20Earth’s,bar%20today%20(curve%20C))
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