Recent discoveries have shown that the very largest Kuiper Belt objects—Eris, 2005 FY9, and Sedna—are coated in methane and may contain other volatile ices as well. New detailed observations show that even within this class of volatile-rich bodies, unexpected differences exist in their surface compositions. 2005 FY9, a body approximately 60% the size of Pluto, with a reflectance spectrum similarly dominated by methane, has a surface depleted in molecular nitrogen by at least an order of magnitude with respect to Pluto. We find that the existence of this new class of volatile-rich objects, the lack of volatiles on most Kuiper Belt objects, and even the otherwise peculiar surface of 2005 FY9 can be explained as a consequence of atmospheric escape of volatile compounds. While previous studies of the surface compositions of objects in the Kuiper Belt have found no explainable patterns, atmospheric escape appears to provide a first-order explanation of the range of surface spectra seen on bodies in the outer solar system.