Why don't our neighbors have much nitrogen? You would think that, without 'nitrogen-fixing' organisms and such, there might be more.....
Nitrogen, with a molecular mass of 28 atomic mass units, is too light to have remained in Mars's atmosphere. Carbon dioxide, with a molecular mass of 44 amu, could (and does) exist on Mars, but it is rather sparse.
Venus's atmosphere appears to contain a small amount of nitrogen when viewed on a percentage basis. "Only" 3.5% of all of the gases in Venus's atmosphere is nitrogen. But that's not a particularly good metric. Venus has so very, very much carbon dioxide in its atmosphere that the CO2 dwarfs every other constituent. When viewed in terms of mass, Venus has a good deal of nitrogen in its atmosphere, four times more nitrogen than the Earth has in its atmosphere.
3.5% of all atmosphere in Venus still accounts for more partial pressure of nitrogen than on Earth.
Venus has ~90bar pressure at the surface, 3.5% of them are ~3.2 bar nitrogen. Earth has only 0.8 bar nitrogen. Even accounting for the Venus surface temperature (~700K vs ~300K on Earth), one still gets more nitrogen mass per volume.
Mars: Most of the atmosphere was blown away by the solar wind, or at least we think so.
It appears that a lot of CO2 in Mars atmosphere is trapped in the polar caps and possibly in solid minerals under the surface. It is also heavier. That's why it participates less than the nitrogen in the atmospheric escape process.