Prior to Endwalker and even in Endwalker with enemies that aren't Blasphemies, enemies will explode into dark purple vapor due to having dark Aether (Most often for Voidsent or Ascian boosted minions). Mainly though it represents aether hostile to the player. Light vs. Dark etc.

In Endwalker, the airy black sludge that pops like a bubble is the Dynamis that was holding together their transformed body flooding back into the environment in its natural, invisible state.