That's not quite correct. Mars has a a decent amount of gravity, the bigger problem is that it lacks a magnetosphere which causes the solar wind to strip off the top layer of the atmosphere (and this is made worse by the lower gravity). Despite that it can still hold on to the gases we need for millions of years, the atmosphere stripping process occurs on a geologic scale. So this is a solvable problem, it's just a bad idea to actually invest resources in it. Maybe in a few hundred years...