Sit back and think about the universe for a second. It's infinitely expanding. There are billions of galaxies, which housing billions of stars, many of which have planets orbiting them. There's no possible way with our current technology that we could even know whats going on in a tiny percentage of these galaxies. There HAS to be hydrogen and oxygen atoms somewhere else in the universe, and that opens up the possibility that there is water somewhere else. There's NO way you can say with certainty that there's no water anywhere else in the universe.
Well, the notion that space is infinite (it's not) or so big that "
anything's possible!" is a false one. We know there's some hard limits on what's possible and what's not. We also think (affirmed recently) that the fundamental laws of physics and the fundamental constants that define our reality are the same everywhere in the universe.
That said, from observation we know water vapor exists on exoplanets. The search for water is a very important one because on very many levels, from the microscopic to the macroscopic, from chemical to physical to geological, water is essential for life as we know it. Once we find liquid water on a planet, any planet, we'll know that life as we know it isn't just possible but probable.
Plus, I don't think the guy you were responding to was referring to the universe at large so much as the solar system and "space" in the interplanetary sense.
You seem correct (I'm not an astrophysicist either). In order for a planet to hold oxygen gas, it would need an atmosphere. However, I think some people here are confusing oxygen gas (O2) with the element oxygen. Oxygen atoms can be bound with tons of other elements to form molecules (ie H2O, 2 hydrogen atoms and 1 oxygen atom). There is definitely oxygen atoms in other places in this universe. We don't know for sure is if there is breathable oxygen anywhere, but with the vast size of the universe, I'd say it's pretty likely. We probably won't ever know in our lifetimes though.
You don't have to be an astrophysicist to participate in this discussion. In fact, astrophysicists wouldn't really be involved this kind of thing in the first place as these days, planetary sciences is it's own fields that stands between astronomy and geology. But we're not really talking about stuff you need a PhD or even a specialized bachelor's to understand. Basic scientific literacy will usually get you pretty far.
Anyway, back to the point, oxygen is a very common element in the universe and there's a lot of it on the moon. However, it's not really in any easily accessible form because it's a part of the makeup of what we'll call the "rocks" that make up the crust. And it's not going anywhere because the moon has essentially been geologically inactive for a very long time.
OTOH, it's extremely easily to get oxygen out of water.