Sequestration
This is a loss, not an escape; it is when molecules solidify out of the atmosphere onto the surface. This happens on Earth, when water vapor forms glacial ice or when carbon dioxide is sequestered in sediments. The dry ice caps on Mars are also an example of this process.
One mechanism for sequestration is chemical; for example, most of the carbon dioxide of the Earth's original atmosphere has been chemically sequestered into carbonate rock. Very likely a similar process has occurred on Mars. Oxygen can be sequestered by oxidation of rocks; for example, by increasing the oxidation states of ferric rocks from Fe2+ to Fe3+. Gases can also be sequestered by adsorption, where fine particles in the regolith capture gas which adheres to the surface particles.
Read more about this topic: Atmospheric Escape