That "air" may be serving a good purpose, namely preventing different parts of the power supply from interfering with each other. Here's shot of the inside of my preamp power supply, I purposely designed it to keep the B+ supply (front and right side) away from the two high amperage filament supplies (in the back). The B+ transformer and rectifier tube are on the top of the box, so not in the picture.
26 Preamp PS
26 Preamp PS