Do you reckon that Mars had an ozone layer but it was destroyed by a gamma ray or something ?

Basically, what happened was that Mars cooled much more rapidly than the Earth and this lead to a shutdown of the magnetic dynamo that held up the magnetic field. This then lead to a gradual stripping of the atmosphere, though it seems like it had a fairly long wet period, and there are a lot of clues we've found that seem to suggest there is still some degree of microbial life on Mars.

To dive slightly deeper, if you're curious the reason Mars cooled faster, it has to do with heat transferring more easily between bodies of fairly uniform temperatures rather than dramatic temperature differences. Basically, the same impact that generated Earth's moon also rendered most of the planet fairly free-flowing and molten again after its initial formation and allowed it to separate into layers of density and increasing heat. The low density material naturally cooled faster and quickly formed into a solid crust over the top, which then further insulated the interior and slowed down the cooling process further and allowed the interior to stay molten and flowing and maintain the dynamo. Mars, instead, was all made of material of relatively uniform density and thus cooled more or less uniformly and seized up.