Just to be pedantic, Mars is absolutely covered in oxygen. It's the most abundant element in the atmosphere and second most abundant in the crust. It's part of the reason they planet is red.
To some extent that is true, but it's important to note that it's a sliver of Oxygen in absolute terms. Thee is more CO2 in Earth's atmosphere (by weight) than all of the gases in the Martian atmosphere combined, if I remember correctly.
