Why does oxygen go from the lungs to blood vessels and not lungs?

Oxygen does not go from the lungs to blood vessels. Oxygen goes from the alveoli in the lungs to the capillaries in the lungs. The capillaries are tiny blood vessels that surround the alveoli. Oxygen diffuses from the alveoli into the capillaries. Once in the capillaries, oxygen is carried by hemoglobin in the red blood cells to the rest of the body.