Answer:
The process of gas exchange, meaning the entrance of oxygen and exhalation of carbon dioxide, is a pretty complex process that depends on quite a few factors to be successful.
One such factor is the position of the capillaries that branch off from both the pulmonary veins and pulmonary arteries towards the alveoli, which is where blood and air will come into indirect contact (divided by a layer of cells only, and fluid) to be able to exchange their gases. As such, when the pulmonary arteries, and veins, branch out, they form an intricate mesh around each individual alveoli, basically surrounding it, and joining together. This means that capillaries both from the veins and the arteries come together to form a sort of net that surrounds individual alveoli in the lungs. This formation allows for maximum surface contact and increaseses the exchange capabilities.