You will not get used to kicking something if you never kick anything. Kicking the air is different from kicking a bag or a person. One provides immediate feedback and a shock through your body, and the other doesn't.

It's kind of like punching. If you only do air punches, you probably won't have much power when you actually have to hit something. Your wrist and stuff won't be used to the force and may buckle.
I agree - I feel its best to do a little of both, making sure your technique is spot on with air practise and making sure your form is strong with bag work....something like that