Almost none of the terms we use are "correct" in some absolute sense.

No queen has ever slept in my queen sized bed, nor am I aware of any rectangularly shaped queens. My airpods aren't made of air. When we combine words or even parts of words we don't produce meaning by simply summing the meaning of the parts.

Absolutely zero harm is caused by calling something an "air fryer" rather than a "countertop convection oven", especially since "air fryer" more easily conveys the idea that you can cook things like french fries in one reasonably effectively without deep frying in oil.

Oh, I agree with you. People just love being technically correct (the best kind of correct) on the internet for some reason. Is an air fryer actually a convection oven, yes, but do I care, no.