Matter doesn't move between planets due to pressure differential! The planets are connected by a wormhole and separated by a matter-energy-matter conversion sequence, so the rules of fluid dynamics do not have any bearing on the behaviour of either air or water in terms of how/whether they transit through the gate.
What is relevant is the threshold of pressure exerted upon the gate's event horizon before the gate decides to dematerialise that particular matter and send it through. It was explained in SG1: Watergate that standard atmosphere pressure (at least) is under this threshold, and we saw in ATL: The Shrine fear that water (with its pressure against the gate mostly coming from the sheer weight of a massive body of the stuff) is over that threshold and could flood the area around the receiving gate. This makes sense, since the pressure of an ocean is greater than the pressure of a random SG team member walking casually up to the event horizon, and obviously we know that they get through.
The other obvious counter-example is Atlantis dialling space-gates and the air not being immediately sucked out of the gate room.
That being said, the planets we've seen that actually have a breathable atmosphere appear to have one at standard Earth ground-level pressure (or, at least, roughly within Earth's usual variation) because nobody's complained about their ears popping or their eyes being pushed back into their skulls.