Gravity! Every molecule on Earth is pulled toward the planet by gravity, even the very lightest gas molecules. To overcome a planet’s gravitational pull, an object, be it a space ship or a helium atom, must reach at least the escape velocity. Almost all of the molecules in the atmosphere are below this velocity because of the temperature of the planet Earth (higher temperature = faster molecules).

Almost all? Yes. Earth is very slowly losing its atmospheric gases. The lightest ones go first—about three kilograms of H₂ escape the gravitational pull of Earth per year. A few particles can escape because kinetic energy of gases is a Boltzmann distribution, and in a Boltzmann distribution there are always very small probabilities of very high values.