With high enough temperature some molecules may achieve velocities enough to escape. The question is - how hot was it really? The initial collision happened at least with escape velocity, so there was roughly enough energy for volatiles an non-volatiles to escape. But non-volatiles condensed presumably pretty quickly (but were still hot) in comparison to volatiles.
Yes I was being a bit too glib in relegating atmospheric escape mechanisms exclusively to action by the solar wind. Lot of proposed mechanisms, uncertain how many of them are verified and quantified to what magnitude.
As a layperson I see our current epistemological state as long on models, and short on empirical verification (because we're talking about a difficult phenomenon to verify).
I think I mostly wanted to offer counterpoint to the original comment that 'this atmosphere can't stay long' i.e. even under elevated temperatures.
(I'll probably update my prev comment with those wikipedia links.)
