Here's why:

* Capillaries: These are the smallest blood vessels in the body, with walls only one cell thick. This thin wall allows for easy diffusion of gases.

* Oxygen Diffusion: Oxygen, carried by red blood cells in the blood, diffuses from the capillaries into the surrounding tissue cells.

* Carbon Dioxide Diffusion: Carbon dioxide, a waste product of cellular respiration, diffuses from the tissue cells into the capillaries to be transported away.

So, while the lungs are the main site of gas exchange between the body and the atmosphere, it's the capillaries that are the crucial point for the exchange of gases between the blood and the individual cells of the body.