In multicellular organisms like humans the body design is very complex and the oxygen demand is quite high. The oxygen requirements of an animal cannot be met by the process of diffusion as diffusion is a very slow process.
To overcome this, multicellular organisms have specialized cells and tissues for performing various necessary functions of the body such as intake of oxygen and food. This helps for the higher animals like humans to meet the sufficient oxygen requirement. Unlike unicellular organisms, multicellular cells are not in direct contact with the outside environment. Therefore, diffusion simply cannot meet their oxygen requirements.