The NASA spacecraft MAVEN (Mars Atmosphere and Volatile Evolution) suggests it was due to
... how Mars' atmosphere bled molecules out into space over time. The agency released early results from the probe today, showing how the continuous stream of particles emanating from the sun, called the solar wind, bury more deeply into the Martian atmosphere than scientists had previously thought.
Scientists have thought that Mars lost much of its atmosphere through a process known as stripping, when the solar wind pushed a lighter isotope (type) of hydrogen out into space, leaving a heavier isotope called deuterium behind. As hydrogen escaped, the atmosphere thinned. This could account for why water stopped flowing on the Martian surface billions of years ago.
NASA Probe Piecing Together How Mars' Atmosphere Escapes to Space
A slow leaking or the original Mars atmosphere would be a good explanation in a stable non catastrophe Newtonian clockwork solar system. But how did Mars lose all its water? How did Mars lose its large original magnetosphere?
How did Mars lose its atmosphere and water?
Scientists now have firm indications that the Martian satellite Phobos formed relatively near its current location via re-accretion of material blasted into Mars’ orbit by some catastrophic event. Two independent approaches of compositional analyses of thermal infrared spectra, from ESA’s Mars Express and NASA’s Mars Global Surveyor missions, yield very similar conclusions.
The re-accretion scenario is further strengthened by the measurements of Phobos’ high porosity from the Mars Radio Science Experiment (MaRS) on board Mars Express.
Martian moon Phobos may have formed by catastrophic blast
The thing with the mainstream science explanation of Mars losing its atmosphere is that it also, if its features are water erosion including the 3 mile high Mount Sharp in the meteor Gale crater, where did all that water go?
Other theories may suggest that it was when Mars had a catastrophic interplanetary meeting with one of the planets?
Gary Gilligan's God King Scenario suggests that Mars may have lost its atmosphere during the many encounters of Mars and the Earth, or perhaps, when the core of Mars was pulled out of it and created Mercury.