Simply put, Adobe AIR is a runtime engine.
Some software require Adobe AIR to be present in the operating system because they wont work properly without it.
Its like a Java program that requires the Java runtime engine.

However, Adobe AIR support for Linux has been discontinued since version 2.6 which was released in 2011.
After the engine is installed, the AIR software should be able to run properly.
It is worth mentioning that Adobe AIR is only needed when you want to run an AIR software.

If you never use one, you dont have to download and install it.
Windows works just fine without the presence of Adobe AIR.
Installing Adobe AIR is much more straightforward than installing many other software.
After you grab the button to agree with the terms of use, the installation runs automatically.
And as soon as the installation is completed, Adobe AIR connects to the internet to checks for updates.
The installer doesnt provide any option to specify a destination folder to keep the Adobe AIR files.
It saves them directly to the Program Files folder.
Uninstalling Adobe AIR is as easy as installing it.
The standard way is to use the built-in uninstaller in Windows.
Developers can create more software and end users can have more choices.