The “earth” does not reach up and grab the atmosphere as if it were attached. Footballs don’t grab the atmosphere and force it to spin, either. Nor do spinning bullets or fast balls — not at the same spin rate of the object
This is not how physics works. Spinning causes unattached things to fly off - not straight outwards from the center (unless that’s the only direction that they can move) but in the direction of the angular momentum. Gravity pulls things in. In the case of things on the surface of the Earth, the force of gravity vastly overwhelms the near-trivial force of a 1-rotation-per-day spin. (It’s the rate of spin which matters here, not the actual speed.) Meanwhile, in the case of a ball spinning at, say, 75 RPM, the force of the spin vastly overwhelms the utterly trivial gravity of the ball. And of course the Earth’s gravity overwhelms both.
Now if you put the spinning ball inside a small, fully enclosed space? The air absolutely *would* spin around it in the same direction. (Not necessarily the same speed. Also it would be pretty turbulent unless you set it up perfectly.) The angular momentum of the air molecules bouncing off the ball, plus the confinement keeping them from flying off in all directions, would keep the air flowing around it.
Also, while it’s technically true that the air is disconnected gas molecules and does not exist as a concrete “object”, gravity doesn’t affect objects as a conceptual whole, it affects the atoms within it. It can affect the atoms within disconnected molecules just fine.