why massive cool planet is more likely to have thick atmosphere?

Answer 1

The more massive the planet the less gas is able to escape because the escape velocity is higher.
The cooler the planet the slower the average velocity of the gas molecules in the atmosphere.

Both factors on average add to the ability of the planet to retain the gas in it's atmosphere.

Answer 2

Massive planets like Jupiter tend to have thick atmospheres because of their gravity. During the formation of the solar system it was able to pull in more material because of it's gravity. Smaller planets don't have enough gravity to grow quickly in size. Its sort of a catch-22.