Measurements of double-differential charged pion production cross-sections in interactions of 12 GeV/c protons on O-2 and N-2 thin targets are presented in the kinematic range 0.5 GeV/c <= p(pi) < 8 GeV/c and 50 mrad <= 0(pi) < 250 mrad (in the laboratory frame) and are compared with p-C results. For p-N-2 (p-O-2) interactions the analysis is performed using 38576 (7522) reconstructed secondary pions. The analysis uses the beam instrumentation and the forward spectrometer of the HARP experiment at CERN PS. The measured cross-sections have a direct impact on the precise calculation of atmospheric neutrino fluxes and on the improved reliability of extensive air shower simulations by reducing the uncertainties of hadronic interaction models in the low energy range. In particular, the present results allow the common hypothesis that p-C data can be used to predict the p-N-2 and p-O-2 pion production cross-sections to be tested.