We know air is real because if we didnt have it, we would suffocate and die. Also we have figures out just because its too small to see, doesnt mean it's not there. We can also use advanced telescopes to zoom in on atoms and see tiny molecules and pieces of matter/particles. So yes, air is real, but its just too small to see/is a transparent molecule. Science, my dear Watson.
Also i don't think aliens are real, and if they are they're too far away to reach and aren't a threat or possible ally.