Why Fried Dough Just Won't Work Out In Your Air Fryer - Tasting Table
Briefly

Air fryers provide a healthier and quicker alternative to traditional frying, but they have limitations, particularly when it comes to soft dough and pastries.
Soft or wet doughs, like churro batter, cannot maintain their shape in an air fryer, leading to poor texture and messy outcomes.
Many people attempt to adapt traditional fried recipes for air fryers, hoping to reduce oil use, but the oil is essential to achieving the right flavor and texture.
Fried pastries have a unique softness and flavor that air fryers cannot replicate, often resulting in a denser, chewier product instead.
Read at Tasting Table
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