If only that were the case.
If an object such as a comet or large enough asteroid came close enough to the planet (not hitting it, but “brushing it”) we could lose enough atmosphere, and it could mess with the magnetic fields enough to fail to deflect a CME. It would be an extinction level thing.
I would disagree with that, where would the atmosphere go? The planet's exosphere is a constant and not a bubble that would burst when penetrated.......
The molecular weight of all the atmospheric elements is what keeps it surrounding this planet instead of flying off into space........