For the same reason that our planet's atmosphere, and that of Earth too, doesn't boil away- the gravity is enough to keep the gas in place.

It's probably a bit of a Ms Gnomer to call them 'gas' giants anyway- under the kind of pressures down there, it's probably above its triple point and there's no distinction between 'gas' and 'liquid'. Moreover, for a planet like Jupiter, it's probably brrr cold at the outer edge, but quite hot in the middle- so somewhere inbetween there's a sort of Baby Bear temperature that some sort of life could exist at. Would we recognise it, that's the question.