Ok, so instead of explaining fluid dynamics at an ELI5 level, lets just say that for this example, air and water are similar enough.
Think about when you have a bucket full of water, lets say you fill it up right to the top, so it spills out, just a little.
The water is now right at the very top. Any more and it will over flow.
This is how the air on the Earth is. The Earth is the bucket. And the air is the water. You would not expect the water in the bucket to get sucked out of the bucket. Even though the pressure of the air is less than the pressure of the water.
Gravity is holding the water down, the air is floating on top of that, and it fills up the capacity of the planet.
Stray molecules of air are lost to space, but that is mostly due to how solar wind, and other charged particles act when the atmosphere is very thin.
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