Why does space have no air?

Actually, there is oxygen in space, however, the majority of it has already been captured
gravitationally by stars, planets, or other celestial bodies. So space is almost a perfect
vacuum, but gas and dust particles do float around out there. These particles are referred to as the interstellar medium by astronomers.

According to Thomas Arny's "Explorations: An Introduction to Astronomy," if we were to compare the amount of gas in interstellar space to the air we breathe, it would be like "one marble in a box 5 miles on a side compared to the same box filled completely with marbles." So needless to say, there isn't very much oxygen in outer space, but there is some. And the reason there isn't more is simply that the gravity of all the other various celestial objects out there, including galaxies, has captured most of the gas and dust.

I think it is because so many planets using the air for people on their planet.