Are you playing with the original HPS version or the newer Gold version?
I am still learning the system, I have a bunch of the older HPS versions (Market Garden included) and 2.5 of the Gold versions (the .5 being the free demo Mius).
Just playing the Getting Started of MG (HPS versions) and I moved my recon units out and discovered a German unit, brought in air and to my surprise eliminated it with an air strike!
Here is a close up of the aftereffect. (sorry for the large size I have a 4k monitor):
A more zoomed out view:
I think a lot depends on the unit spotting, and sometimes certain units can spot for specific air (and artillery) units.
Which scenario are you playing and which version (i.e. HPS or Gold).
The screenshots above are from HPS original version, but I applied the Gold (only) artwork and part of the mods from Jison as well.