Right you are, but, as I said most would not necessarily have atmospheres. The only one large enough to be called a planet seems to be in a binary planet symbiosis (gravitationally speaking) with Pluto supporting that if its too big, it becomes its own planet. But in all cases (I believe) the moons are Rock...no gas moons, no ice moons (probably are, but, this is further into Astronomy than I ventured

) and very few (comparatively) with atmospheres; all of which are around our largest gas giant.
In most cases the mass of the moon simply prohibits the ability to maintain an atmosphere...I have no idea why Jupiter's moons do...but, it takes a significant gravitational pull to hold any type of gas (atmosphere) in orbit and obviously they have it (with mother Jupiter's help, I'd guess).
But, back to the game....just build an atmosphere renewer on it and use it as a storage facility & shipyard. That is what I use all the Tiny planets for.
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Spyder, Chairman of the Arachnid Consortium