This problem is caused by the Adobe AIR software which is included with updates for Adobe Reader. As microlight says, installing Adobe AIR will automatically associate it with all files with the .air extension. It also changes the file icon & the file description from AIR file to Installer Package. Once Adobe AIR is installed to your PC the AIR files of all your FS aircraft will look like this.

If you double-click on the file or try to run it you will get this error message.

The MSFS AIR file is NOT an installer so don't try to run it. The file is not damaged or corrupt. Simply install the aircraft manually in the usual way.
PS. You can revert AIR files to their original appearance by uninstalling Adobe AIR from Add/Remove Programs. However, it's required for running certain applications like BBC iPlayer.