I’m not a scientist, but one could argue that it’s likely that all three planets had nitrogen, but only Earth still has it.
I don’t know much about Venus, but I know that part of why we have way more atmosphere than Mars is due to Earth’s magnetic field. Earth has a much stronger magnetic field than Mars, and it does a pretty good job of shielding us from the solar wind; meanwhile Mars has been slowly trickling atmosphere into the void for ages because it lacks that shielding.
Given that CO2 is actually super heavy, it makes sense that Mars would lose almost everything else first. You mentioned H2, but it’s also almost twice as heavy as N2 - because of this, nitrogen would concentrate at higher altitudes, eventually becoming exposed to the solar wind as lighter gases were stripped away.
As for Venus… Again, I’m not an expert, but a quick search suggests that it has a weak magnetic field as well. With a primarily CO2 atmosphere and a weak magnetic field, one could infer that Venus is in a similar position to Mars, and any significant nitrogen that may have been in its atmosphere has simply been stripped away by the solar wind.
Sorry, I think my phrasing might have been kind of weird - I was referring to the weights of H2 and N2 relative to CO2, which weighs a whopping 44 grams per mol.
…Although, I just did some quick estimates last night, and “almost twice as heavy” was still pretty far off. CO2 is much closer to 1.5x the weight of N2 than double the weight of N2.