Here's why:
* P-waves are compressional waves. They travel by compressing and expanding the medium they pass through. This requires a rigid structure, like the molecules in a solid or liquid, to transmit the pressure.
* Gases are highly compressible. The molecules in a gas are far apart and move freely. This lack of rigidity makes it difficult for P-waves to propagate the compressional forces needed to travel.
Instead of P-waves, gases primarily transmit sound waves. Sound waves are also compressional waves but are much slower than P-waves and require a medium with a greater density for efficient propagation.