Mars doesn't have hydrogen because at temperatures where water is liquid, the speed of hydrogen atoms due to temperature is greater than the escape velocity from Mars.
Pressure is the collective action of the molecules / atoms flying around and smashing into things.
At "normal" temperature on Mars, hydrogen atoms have a thermal velocity [1]. That velocity is greater than the escape velocity from Mars.
A lone hydrogen atom will typically bounce around a lot in the lower atmosphere. It eventually works it's way (via random scattering) to the upper layers of the atmosphere. Once the atom reaches the upper atmosphere... it's gone. It flies away, never to return.
Keep that up for a billion years, and Mars loses most of the hydrogen it started off with.
Oxygen is heaver, so it's thermal velocity is smaller than the escape velocity.
Every atmosphere is a distillation column for gasses. Oxygen and Nitrogen are similar enough that they don't separate (also Earth's atmosphere moves enough to mix), but you definitely find that e.g. Radon will sink to the floor, and lighter gasses like Helium will float up to high altitude.
Surface tension is magnetic attraction between molecules. There's not enough negative magnetic attraction to hold them; they're repelled by all the other molecule nuclei.
