There is air underneath the umbrella as well as above, not as much as above it, but it feels the pressure of the atmosphere around it. The atmospheric pressure affects that air under the umbrella, giving it the same pressure as the air, so the total pressure on the umbrella is balanced out.
If you put a ruler under a large sheet of paper on the top of a table, with a short piece of the ruler sticking out beyond the paper, and then press downward on it, you will feel the atmosphere air pressure as a force making it difficult for you to push the ruler down.
But as soon as the paper lifts up, even by a small amount, then the atmospheric air pressure will equalise and you will find it easy to lift the paper up.
Also, if we consider our body to be a cylinder of radius 15cm, then the extra downward force on our body due to atmospheric pressure should be $2250ππN$ which means a tremendous increase in normal reaction and hence apparent weight. However, that clearly doesn't happen.
Actually you could extend this question to "Why am I not being crushed by the pressure above?"
If you watch any TV program about aquatic life at great depths, the "problem" of being flattened is even worse for them.
But in their case, their bodies are basically bags of fluid at the same pressure as the water around them. So the forces on the bodies of these creatures are equalized.
In the human case, air inside your body, pushing outward at the same pressure, allows for equalisation.
EDIT This answer is an inadvertent duplication of: Human Bodies and Atmospheric Pressure END EDIT