I'm taught that the walls of the alveoli are moist, so gaseous oxygen molecules can dissolve into this water. This then allows the dissolved oxygen (liquid state) to diffuse faster from the alveoli into the bloodstream through the basement membrane.
However, why is it faster for gaseous oxygen to first dissolve in water (transitioning into liquid state) then diffuse through the basement membrane and dissolve into the blood stream than for gaseous oxygen to directly diffuse through the basement membrane and then dissolving into the blood stream?
The second mechanism would eliminate the need for the moist layer lining the alveoli wall.
Is there some physical or chemical explanations to this phenomenon?