Following is a block quote from How to Get an Atmosphere
by Peter Tyson
Saturn's moon Titan belongs to a very select club within the solar
system. It is one of only four "terrestrial" planets or moons—those
with solid bodies, as opposed to those made largely of gas, like
Jupiter and Saturn—that has a substantial atmosphere. The other three
While Europa (and Ganymede and Callisto) are indeed not too different in size from Titan, they are too close to the Sun for anything more than a thin atmosphere to form.
Jupiter and its moons are far away enough from the Sun to allow for water to condensate and thus form icy moons. At ~5 A.U. there is however still too much sunlight for other volatiles, ...