A Foucault pendulum swings back and forth in a plane and the Earth rotates beneath it, so that a relative motion exists between this plane and the earth's surface, so that the plane of the pendulum as viewed from above appears to rotate. This is the basic way the Foucault pendulum works.
Now for simplicity consider yourself at the north pole, and you are looking down at the pendulum setup. If you picture a line that represents the direction of oscillation of the pendulum, you will notice that this line will rotate at a rate of 15 degrees per hour, and therefore the line will return to it's initial position after one day has passed, or in other words after 24 hours, since 24 x 15 degrees = 360 degrees.
The exact same thing would happen if you did the same experiment at the south pole, only the direction the line would rotate would be opposite to what it was at the North pole.
There is no reason for the atmosphere to affect the motion of the pendulum in such a manner. The atmosphere does rotate with the earth due to drag that has occurred over a very long period of time. Your question assumes that the atmosphere is a "solid body" moving everything along as it rotates with the earth, and clearly this is not the case.