Typically the chemical reaction known as burning is a rapid combination of some combustible material with oxygen, oxygen exists in the atmosphere (air).
Reaction with air means not with air, with oxygen.
Not all components of air support burning . Nitrogen and C02 don't support burning. O2 supports burning and that's why if you burn something in pure oxygen it burns more rapidly and brightly than if you burn it in air that contains 78% nitrogen and 2% oxygen.
Because it makes flames bigger