Due to the fact that Proxima Centauri B orbits in the habitable zone of its star, Proxima Centauri, scientists have been drawn to the prospect of it having an atmosphere. If scientists were able to find organic gases in the planet’s atmosphere, such as oxygen and methane, that would indicate that the planet may house life. Unfortunately, the planet has never been seen transiting in front of its host star, so current predictions of Proxima’s atmosphere must be done using models. NASA has simulated this using Earth, and they have determined that, because of Earth’s proximity to Proxima Centauri, the atmosphere is stripped away by the solar winds, which would, in turn, prevent life from ever flourishing there. However, that does not mean that Proxima B does not have an atmosphere, as replacing the planet with Earth creates many inaccuracies. For now, the science community will just have to wait and see what happens.
https://en.wikipedia.org/wiki/Proxima_Centauri_b#Habitability
https://www.nasa.gov/feature/goddard/2017/an-earth-like-atmosphere-may-not-survive-proxima-b-s-orbit