the tires are filled with nitrogen and i don't think you would see it when it came out if it ever did wich it does not unless the tire blows. they are not refilled after every landing only when need be.
the outside of the main gear tires have a cover on them that helps protect them from the wind and weather when flying although the tires fit snuggly int he wheel well and do not produce much drag. the reason there is no gear doors is that is more weight and something to fail. they try to make the plane as reliable as they can. plus it just dosen't need them.
the wheel wells are not presurized becuase everytime you lowered the gear there would be a massive loss of pressure that the outflow valves would not be able to overcome. like opening a big door inflight. sometimes the gear is lowered above 10k feet to get the plane to slow down if needed.