The physical behavior you call "phase" is that of the group or bulk mass. You have the correct understanding that the individual atom has no definite state of matter, because the state of matter is not a characteristic of the individual. The same atom can be in differ phase or state because it depends on what everything else is doing and how the one atom interacts with its neighbors.

Often, the physical state (whether sold, liquid, gas) concerns compounds rather than single atoms, so not only is the single atom part of a particular compound, it is that that compound which displays a particular state of matter that depends on its conditions and what else is present and interacting with the compound.