What I learned during the opening questline with the Stargazers, is that the Serpent used the essence of all three elemental Atronachs, Storm, Fire and Frost, to create a brand new Atronach Monarch, the Air Monarch. To me the wording made it seem an Air Atronach had never before been seen or even envisioned, and the emphasis they put behind me needing to destroy it acts as evidence to the point. And remember this is all in Craglorn.
So why are there Air Atronachs in Vvardenfell, as well as other locations? On the UESP it mentions a little that Mehrunes Dagon immediately took some as servants right after their creation, so that can be explained as to why you fight a few in City of Ash II.
CP1,000+ Master Explorer - AvA Brigadier - Console Peasant