"The Right Probe System Adds Versatility to CMMs" written by David H.Genest, Director of Marketing and Corporate Communication of Brown & Sharp, may shed some light on how "scanning air" can happen.
The following is the relevant description abstracted from that report. "...
there are two types of system to do Continuous Analog Scanning (CAS),
closed-loop and open loop. In the closed-loop system, the probe automatically adjust itself to maintain contact with unknown complex shapes.
Open-loop scanning is a high speed data-gathering technique .. on parts
whose geometry is well defined ..the CMM drive the probe along a path .. from a data file."
According to the above description, that CMM manufacturer uses closed-loop to support scanning unknown and open-loop system to support scanning known.
If the users use open-loop system to scan a geometry which has a slight offset and tilt from the CAD data, the probe will not be adjusted to maintain contact with that part.