I'm not really against it if you like it, it was half a joke.
But to me steak cooking is an art of sorts that means searing the outside while minimally cooking the inside(I'm a rare steak guy). That usually means letting it thaw completely, then just searing the sides at super high heat, for me on a griddle or cast iron pan.
I've never tried to oven or air fry a steak, but I have to imagine you can't get anything close to a seared steak that's rare inside. We want to retain moisture, so blowing hot air at it seems like a bad idea.