The energy associated with air is because
of the motion of the gaseous particles
Air is a mixture of gases and other substances such as oxygen, nitrogen, carbon dioxide, water vapour, and dust particles and hence has mass. Now when a certain mass is moving it has energy associated with it by virtue of the motion of the particles. This type of energy, i.e., energy due to the motion of an object or mass is called as kinetic energy. Thus, moving air has energy associated with it due to the motion of the particles that make up air.