One word- gravity.
Mercury is just simply not massive enough to generate the gravity required to hold gases close enough to the surface to create an atmosphere.
Mercury does not have enough atmosphere and is too hot / cold to support life.
Mercury does not have an atmosphere.
No, there is no oxygen in Mercury's atmosphere because Mercury does not have an atmosphere.
There is no hick atmosphere on Mercury.
Mercury has virtually no atmosphere.
Mercury has no significant atmosphere
Mercury has no significant atmosphere.
No, Mercury doesn't even have a atmosphere
Mercury has no significant atmosphere.
Mars has almost no atmosphere. APEX=MERCURY has no atmosphere.
There is no wind because Mercury has no significant atmosphere.
Mercury has no atmosphere of any significance.