Moons and Asteroids should not have air or atmosphere

If you were talking about Starcraft, I would agree. The proficiency of micromanagement really changes the balance of the game and what strategies that are viable in different skill levels.
However, PA strives to reduce such micromanagement so I have to ask; what skill factors can change the balance and viability of strategies in PA and how would you adjust balance according to different skill levels?

I don't see any problems right now (apart from the balance-induced T2-air dominance which is hard to defend against outside of being faster at it), I am just advocating to tread lightly.

Well air units in gas giants could definatly be possible if floating buildings were possible. Maybe even have clouds and storms as atmospheric "Terrain"

I agree that it should not be taken lightly. Still, proper implementation is the key between gimmick and feature.

I like it.

Would give more diversity to the different biomes.

I disagree with this idea. Unit Canon will change all things.