The surface of alveoli is wet. The thin fluid layer has surface tension, tending to collapse the lungs, but they are held open by the rib cage and diaphragm. Make a hole in the chest wall, eg. stab wound, and one lung collapses. The pull of the lungs against the chest causes a negative intrapleural pressure. Atmospheric pressure is 760 mm Hg.
Gases diffuse from regions of higher pressure to lower pressure.
Blood leaving the lungs is in equilibrium with alveolar air, and hemoglobin fully saturates with O2 at the alveolar PO2 of 100 mm Hg. Not all inhaled air enters alveoli. Some only reaches the tubes like the trachea, and comes back out damp but fresh. Mechanisms of gas exchange in the lungs and tissues QCP models the exchange of O2 and CO2 between air and blood . O2 diffuses from air to blood to tissues.