Temperature is just an expression of mean kinetic energy of particles. If gases (especially light gases) are hot enough, their kinetic energy can correspond to a velocity that actually exceeds the escape velocity of Earth's gravitational well. This is how hot gases can be removed completely from the Earth's atmosphere (and then solar wind & radiation take care of removing it from there). Even at today's atmospheric temperatures, helium gas (molecular weight of 4 atomic mass units, much lighter than molecular oxygen, nitrogen, etc.) can escape from Earth's atmosphere.
(EDIT: actually, on second thought, N2 would have a higher molar weight than H2O...)
As far as methane, it seems to all mostly be biogenic[1].
[1] - http://www.astrobio.net/news-exclusive/methane-on-earth/