In A New Hope it's clear that the Death Star has an atmosphere around it. Explosions near its surface result in fireballs indicating oxygen, and ships show clear signs of being affected by drag (air resistance). They need to keep their engines running to maintain speed and when hit immediately fall back.
The Death Star is too small to maintain an atmosphere through gravity, much like a similarly sized moon. So how is it possible that it has an atmosphere?
Note: I have read Is the Death Star’s gravitational force strong enough to hold an atmosphere? and all the answers explain why it couldn't have an atmosphere, yet it clearly does so this is a different question.