What is the functional advantage of the alveolar walls being so thin?

Alveolar walls are thin to enable the quick passage of oxygen in and out of the lungs. The lungs works hand-in-hand with the heart and also is responsible in converting blood that's de-oxygenated into an oxygenated blood that is usable by the organ systems of the body. The alveolar walls are also designed to have thin membranes so that it can expand and constrict quickly allowing us to breather properly.