You are right in saying that it isn't a tangible object (let's ignore the fact that fire isn't either). That also means that it is a huge weakness for air. Making any sort of defensive barrier would be impossible, and any attacks from earth (and to a lesser extent, water) would hit you directly. Also, you would need to apply much more energy to any sort of air (or even worse, fire) attack in order to try to cancel out the earth or air. The only way to circumvent this would be to have a ridiculous amount of air pressure, requiring a ridiculous amount of suction, to the point where you may suffocate yourself. Fire, being a plasma, would be even worse, due to the aforementioned reasons (ignoring the air pressure argument).

You know that you CAN split air, right? I mean, pretty much everything that has ever moved of has had wind move on it has. Air is just a collection of gasses, and these gasses don't have any type of "super bond" that prevents the separation of air molecules. Earth, being the solid, would have the least energy actively moving the molecules and thus would take the most energy to split, making it the hardest to split.