Yeah very annoying.
Thats why it is good not to made too big rooms, seperated with airlocks not doors, and airoutlet in each room to compensate the air if the hole in the roof isn't that big.
Special at he beginning alot of ship chunks crashed on my map. They was a welcome gift (components and steel) but when they crashed on your colony, bad luck.
Thats why i build my 2. try into mountain.