It is certainly true that there are gases in the atmosphere, and one of the gases is Ozone. But it’s not true that the Ozone holds the other gases in, it’s that the Ozone deflects the sunlight so that the Earth’s atmosphere doesn’t heat up like a greenhouse. The reason the gases stay near the Earth is the same reason that you do: gravity! Gases are just composed of small molecules, which have a mass and so are gravitationally attracted to the earth. It might seem strange that a gas (say, oxygen) feels gravity but you can see a simple proof of this the next time you go mountain climbing. As you go appreciably above the Earth’s surface you feel the lack of oxygen in your shortness of breath. Go higher and you won’t be able to breath at all. So you may thank gravity for the ability to breathe, not Ozone!