> But I do expect the fact that oxygen molecules are airborne particles to be taken into account when we talk about the retention rate of airborne particles
I did say particulates not particles. As someone who seems to care deeply about words, no doubt you appreciate that those are very different things.
So yes, by definition, oxygen and water vapor are gases, and thus not particulates.
(More generally, every field has its own jargon, and the sooner you recognise that and start learning it, the sooner things will start to make sense. So when, say, discussing filters, "particles" doesn't mean "atomic particles".)
> It seems clear to me that any workable filter standard must define a minimum particle size below which filtration is neither measured nor desired.
See above; no such minimum size is needed.
And I rather suspect you understand this, and are merely disagreeing with the terminology. Your disagreement, however, doesn't change the terminology used in this field.
> You quoted a standard that specifies a certain level of retention "at the given Most Penetrating Particle Size".
No. The US standard picked an arbitrary size to test at; the EU standard does not. Rather, it states that you must have a certain level of retention at the filters MPPS, but the MPPS varies from filter to filter, and determining the MPPS is part of certifying the filter.
I believe as a practical matter the filter medium tends to have an MPPS calculated, and then the filter is tested at the medium's MPPS, since if a glass fibre medium has an MPPS of 0.2 microns (or whatever), it's going to be 0.2 microns regardless of what colour the exterior case is painted, so there's no need to retest that.
In any case, the exact details are apparently spelled out in EN 1822-3 if you can't stand not knowing more!