Gravity holds almost all the air down, but yes, Earth loses a bit of air (tens of thousands of tons, which sounds like a lot until you compare it to Earth’s atmospheric mass) every year. The gradual loss is called *outgassing*.
However, our gravity also pulls in tons of little rocks every year, some of which vaporize as they hit the atmosphere (and some of them even contain ice), so that replaces some of the loss. But over millions of years, yes, we should very, very gradually run out of atmosphere.
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