Not all winged kin have air association. Take dragons for example: many of them associate with all elements; even the water dragons seem to be winged in some capacity. But given that you've spoken to the wind and have had it respond suggests you do have a connection. :3

Being linked with air can also allow us a measure of influence over the other elements since it encompasses all of them (save moonlight, which is above everything). I feel comfortable in the water, to the point that it soothes me as much as it does my water sprite sister. It doesn't speak to me as readily as the wind does, though I can communicate with earthen things almost as easily.