Hyroponically grown produce is not grown in the air, but in a medium such as rockwool with liquid either run through it, or that it sits in. Typically, this is done indoors (e.g. in a greenhouse), however, there is exposure to the outside world. There may be less opportunity for infestation, however,the possibility exists. Insects can get in. Unless there is specific certification as "bug free" produce, I would check for bugs.
[DANF editing citation:]
In addition to romaine and other types of lettuce, one can grow herbs
such as cilantro, dill, and parsley. Herbs are especially prone to
infestation, are difficult to check, and are not widely available to
the kosher consumer as ‘certified insect-free’. The kit is helpful in
controlling infestation for these varieties.
Hydroponically-grown vegetables (lettuce, herbs, etc.) sold
commercially without kosher certification should be thoroughly checked
since they grow under conditions unknown to the consumer.
The Star-K discusses the situation here: https://www.star-k.org/articles/articles/1121/hydroponics/