User blog comment:Master Moridin/Mercury's Boots Don't Just Shoot Bullets/@comment-173.58.100.7-20151210054148/@comment-26397825-20151210054338

Steam, not air. And they have Steam Dust. I don't think harnessing the actually elements unless you have an elemental semblance.

Though he could have an Air Elemental semblance to fit with Mercury's boots granting him the ability to run through the air in mythology...