You may notice that some of the maps are set in places that don't have a thick atmosphere (e.g. comets), which means that flying units don't actually depend on any air for flight. Maybe they are naturally repelled from the ground with futuristic magnetic levitation or something.
A more realistic explanation is that they don't actually fly by themselves, but instead ride on invisible flying space lobsters which are naturally found throughout the universe. The invisible flying space lobsters are immune to all damage, and the "flying" units are able to control them with lobster mind-control commands. The different unit types move at different speeds depending on how difficult it is for the invisible flying space lobsters to carry them.
Whatever the mechanism of flight is, EMP damage doesn't actually shut down the means of hovering; it only shuts down the units' control systems so that they can't navigate by sending mind-control commands to their invisible flying space lobsters or whatever.
Invisible flying space lobsters also explain how wind generators work where there is no air: it's the lobsters spinning them for fun.
