Space

Not really blowing off, they just don't have enough gravity to keep it in

sub-Neptunes are susceptible to atmospheric loss. The exoplanets can lose their atmospheres if they don’t have enough mass, and therefore enough gravitational force, to keep their atmospheres. If this theory of atmospheric loss is true and the sub-Neptunes don’t have enough mass to hold on to their atmospheres, they’d likely shrink to the size of super-Earths, explaining the size gap between super-Earths and sub-Neptunes.