>>10961362For electricity to freely travel through the air it must have a really strong electric field. This causes a "dielectric breakdown" in the air turning it into a plasma and making the air work like a wire for a little bit. So electricity doesn't travel through the air because almost every electric field you see is way too weak.
Another way that electricity could travel through the air is with electromagnetic waves, but any waves you encounter in an ordinary day are way too weak to do anything. If they were strong enough to do anything with, they would heat the air and stuff way too much anyways.
Also, the explanation that air has a way higher resistance than a wire is also good.