We said that gases would fly off.
Gases consist of atoms or molecules that are unbound.
In a room, the air is free to move, being limited only by the walls which trap the gas in the room. Whether a material is in the gas, liquid or solid phase is determined by the ambient temperature and pressure. At the same temperature, but on the Moon, without 30 pounds per square inch of atmospheric pressure to hold moving water molecules down, water in a bucket would evaporate. There were no liquids in the solar nebula. In an interstellar cloud, the pressure and temperature are both very low.