It's distance from the sun has nothing to do with not having an atmosphere, it does have one, very thin but still there. The reason it is thin is loss of the liquid core of mars, which in turn caused the loss of the magnetic field around the planet which allowed the solar winds to gradually strip the atmosphere away to the point it is today. The thin atmosphere allowed the water vapor to evaporate into space. If our core ever cools and solidifies, depriving earth of its magnetic field, earth will suffer the same fate.
Thanks for the education! Now that you posted that, I recall seeing what you were talking about on a show regarding Tectonics, and what the planet would be like when our core 'stops'. Mars was their example.