The effect the prior poster was discussing is most apparent at large scales when someone is doing actual efficiency analysis - compressed air is not a very efficient way of storing or transporting energy in most contexts. No one would use compressed air for a power grid, because it would quickly be apparent how terrible it is.
It is however a great way to transfer and use energy in many industrial contexts, as turbines and pistons using high pressure compressed air can be very compact while also being very powerful, and have built in cooling.
At the level of typical household use, the efficiency effects aren’t notable. No one is going to care or even notice if it cost 1/2 cent of electricity (at the compressor) to use that air impact wrench vs 1/10th of a cent to use an electric one. Especially when the electric one is heavier and has less torque.