Why do capillaries have semi permeable walls?

to allow for gas exchange (oxygen and carbon dioxide)
Capilaries are all over you body but capilaries are a very specific topic for people and medicine students , a specific part were capilaries take place is the respiratory system for example the alveoli which are tiny sacks which are millions of them in our lungs and capiliries cover the alveoli mostly the capilaries are thin because they take out carbon dioxide out of your system.