Sometimes you have to 'burp' them, especially when they're first set up. To do this, just invert it such that the air goes to the end where the water is leaving the reactor so that the air is carried away. You might have to invert it several times to get all the air out.
Some of the gases in air (nitrogen, oxygen) are not especially water soluble, so they take a long time to be completely dissolved, even in relatively small amounts. CO2
, on the other hand, is much more soluble, and should complete dissolve on its own.