Well, I don't necessarily care about movement options in the air, just about the opponent's options as I approach. It seems like all the opponent has to do is use their all-purpose anti-air or DP and I eat a combo, whereas I'm unable to even clash with their move. I'm learning Jam, and I can use j.236K to run away, but that doesn't leave me any better than where I started. I'm also learning Eddie, so I can throw my shadow out to cover my approach, but it's far less effective than normal.
I'm fine with ground-based approaches, so if there isn't any character who can utilize the air well, just say so.