You can use Islands with Pocketing and Zigzag operations to indicate areas where there is no stock and so avoid air cutting.
When you select either Pocketing or Zigzag as the operation on the Strategies page of the New Feature wizard (or the Strategy tab of the feature Properties dialog), you see a button labelled Islands.
Click this button to open the Select Islands dialog where you specify the curves that you want to act as islands:
The toolpath avoids the area within the island.