What do you mean by "air in the wine"? Are you seeing little bubbles in the wine? Do you have the filter with the filler or just the filler? If you are seeing bubbles it could be CO2 gas in the wine. Maybe the wine didn't get degassed good enough.
If you filtered the wine as well I have noticed with my filter if I filter and bottle immediately I sometimes see little air bubbles. I try to filter and let sit for a month in the carboy before bottling.
I have never used this filler but have been looking at it. How fast does it pump the wine into the bottle? It should be sort of slow or I am sure you can introduce some air into the liquid if it aerates the wine any as it fills.