OK....I have this feeling that the confusion comes from the words DIATOMIC. YES all those species occur in nature as diatomic molecules...DIATOMIC does NOT mean they have double bonds....
In nature, chemical elements are often occur as individual atoms, which are also known as monatomic molecules.
However, many elements appear as diatomic molecules, as a result of attraction between individual atoms. For example, many gases, such as hydrogen, oxygen, and nitrogen appear as diatomic molecules (H2, O2, N2, F2, Cl2, Br2, etc...).
OK this is one of the best pictures for showing the actuals bonds for most of the aforementioned species: Note the triple bond for N2....note the single bond for H2 and Cl2...http://www.mikeblaber.org/oldwine/chm1045/notes/Bonding/Covalent/Bond04.htm
This link shows the double bonds in O2 (nice explains the resoance in O3 too): http://en.wikipedia.org/wiki/Oxygen#Structure
I am not sure if you are familiar with MO Theory. Here is a link to Diatomic Species by MO Theory: http://www.meta-synthesis.com/webbook/39_diatomics/diatomics.html
The creation of a diatomic molecule is a process: two atoms first approach each other; the atoms= outer orbital(s) then converge to create molecular orbitals. Thus, in order to create a H2, the simplest molecule (because hydrogen is the simplest atom), two hydrogen atoms combine there single orbitals into a molecular orbital. Diatomic molecules have two basic types of orbitals. For example, when, in the hydrogen molecule, the values of the two atomic orbitals are added, the resulting molecular orbital, also known as a bonding orbital, occurs in the area between the nuclei. When, however, the value of one atomic orbital is subtracted from the other, the resulting molecular orbital, with a value of almost zero, occurs in other areas than the space between two nuclei. This particular orbital is characterized as anti-bonding.
The formation process is more complex when an atom has more than one orbital. For example, when two lithium atoms (atomic number 3, two orbitals) start forming a Li2 molecule, only the outer orbitals of each atom connect, creating two molecular orbitals (bonding and anti-bonding). It is important to note that an outer orbitals of one atom will not interact with the other atom=s inner orbital. Particular orbitals differ greatly in energy, and only similar orbitals will interact.
Diatomic molecules such as H2 or Li2 are known as homonuclear: they consist of two identical nuclei. Heteronuclear diatomic molecules, exemplified by carbon monoxide (CO) contain two different nuclei. As in the simplest homonuclear diatomic molecules, orbital interaction leads to molecule formation, except that the process is more intricate, given the variety of orbitals.
Heteronuclear diatomic molecules are also represented by a number of salts, including table salt, or sodium chloride (NaCl), potassium iodide (KI), and lithium bromide (LiBr). These particular salts are compounds of an alkali metal and a halogen (the term halogen, a derivation from Greek, conveys the idea of creating salt).