Capillaries
arterial walls has smooth muscle and elastic fibers (strong and flexible) and capillaries are made up of a single layer of endothelial cells (thin).
The capillaries are the only blood vessels without elastic tissue. This is so that the vessel walls are as thin as possible to reduce the diffusion distance (for gases and waste products). Veins do contain a layer of elastic tissue is their walls, but this is a very thin layer (when compared to arteries).
The elastic walls helps regulate blood pressure.
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Small postcapillary venules consist entirely of endothelium just like capillaries (the larger venules have smooth muscle and thin externa as well). Also both capillaries and venules have no elastic tissues. Postcapillary venules are extremely porous which makes them more like capillaries then veins, and fluid and WBC's move easily into the bloodstream through these walls.
Capillaries have thin walls to optimise the level of diffusion of oxygen and other nutrients in the blood stream to the surrounding cells.
the walls of the alveoli are very thin but strong layers of elastic tissue lines with a single layer of flattened epithelium.
Only capillaries have permeable walls; veins and arteries are not permeable.
because
do cappilaries have muscular walls
In the case of animals, these exchanges occur in the capillaries.