It’s the air, and how the atmosphere’s air is different than the container’s air.
The atmosphere has (for this question) two important things the container does not: oxygen and water/moisture.
Oxygen will oxidize the ingredients of the cookies, notably the fats, and cause them to change flavor and texture. This usually takes a while, something like days to weeks, so it might not be the answer you’re looking for. But it is a factor on why chip bags are shipped with so much air: the air inside the bag is usually nitrogen gas (or basically the atmosphere without oxygen), and it keeps the chip fresh tasting longer.
Water will change the foods’ texture. Sometimes the moisture is necessary to keep the food soft (like bread, or most cookies), while other times too much moisture will make the food soggy (like chips). The atmosphere doesn’t care, and will just make all foods have a similar moisture level to itself. This does mean that dryer climates will cause things to go stale differently than humid climates, but I don’t think the difference is consistent enough to worry about.
There’s also microbes in the atmosphere, but that’s a question of “spoiling” instead of “going stale”.
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