Gas molecules sneak past the seal between the rim and the wheel. No seal is perfect. A flaw wide enough for a single molecule to pass at a time is enough for the tire to eventually deflate.
Some molecules (such as hydrogen and helium) are small enough to pass directly (albeit slowly) between molecules which form the container, which makes storing these elements in their gaseous state a challenge. This is why hydrogen and helium are usually stored as cryogenic liquids.
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