I feel like I'm doing something wrong as air player. What am I supposed to do when the enemy has enough AA and other units to destroy everything I send at them? Do I sit back and wait for openings? Do I instead focus only on areas of the map where there is little to no AA? Do I suicide my units in attempts to destroy some of the enemy army or create openings?

I didn't have very many good strikes as air player this game until the very end when we were getting destroyed. Someone had a big ball of cloaked hover units with several lances which were under a shield. I had a couple Likhos I could use, but every time the lances came out of the shield and fired somehow my Likhos could never get there in time before they went back under the shield, even though Likhos are fast. And every time I tried to use a Thunderbird, it died before I could tell it to fire. I also think it's weird and funny that Lances are better at hitting airplanes than Zephyrs.
Does anyone have any advice?

I haven't watched this game in particular, but on a map like this I would try to maintain a few Thunderbird/Likho to clean up attacks that get into my team's territory (and hence outside enemy AA range) and move into silo/nuke/striders/something else as appropriate.