most gas exchange surfaces have two things in common:
a largesurfacearea
thin for a shortdiffusionpathway organism will also maintain a steep concentration gradient of gases
singlecelled organisms absorb and release gases by diffusion through their outersurface
single celled organisms have a large surface area to volume ratio, a thin surface and short diffusion pathway. there's no need for a gas exchange system as oxygen can take part in biochemical reactions as soon as it enters the cell