I suspect that its lack of a magnetic field answers the question. It probably had lots of large impacts from comet bodies, that created a lot of atmospheric water that was relatively quickly whisked away by the solar wind.
For whatever reason, Earth probably got one or more big rocky iron bodies that contributed substantial mass.
The planetary bodies in the Solar System fall into three groups — the gas giants, which have a density near that of water; the rocky planets, which have about, hmm, 4 times the density I think, and are all similar, but if memory serves, from densest down are Mercury, Earth, Venus, Mars; the third group consists of Pluto, about which not enough is known (yet), and of course, there was the infamous “Pluto’s Not A Planet” vote by a bunch of anti-American foreigner astronomers who suck. Oh, sorry.
Jupiter’s known composition shows that it didn’t form where it is now, and must have migrated inward, or absorbed a substantial amount of its mass from infalling debris from the outer Solar System, and oddly enough, there’s no consensus on this because no one can quite believe any of the three possibilities (the third is not aforementioned, but is that Solar System formation isn’t understood at all).
Mars’ water (however much is there) is frozen. Given the planet’s mass — and it is heavier now that it was in the past, thanks to space crap raining down over the eons — as well as surface measuremants, the atmospheric pressure on Mars is the same as pressure at 40 miles altitude over the Earth. The statutory boundary of space is 50 miles above Earth. When impacts occur, water ice in the soil can form a short-lived local atmosphere of water vapor, which allows liquid water to exist until the vapor freezes again.
This is consistent with observation of surface features — it appears that large amounts of water start flowing, as if from nowhere, leave large erosional features, then the water just flows back out into nowhere. Eventually I’ll get credit from the scientific community for this idea, I’ve not been shy about posting it on the web. :’)