It does bug me a bit yeah that they never really seem to use their theoretical air superiority.

With Gaius, he wanted to break the spirit of Eorzea and conquor it with its resources intact so I guess it makes sense he wouldn't want to bomb the crap out of them.

Aside from that, it may help to keep in mind that the empire was built from the ground up as a tool for the Ascians. The first emperor was an Ascian and Varis was basically their puppet despite despising them. And the goal of the Ascians was not world conquest but spreading chaos. They didn't want the empire to actually rule the world they wanted to use it as a cool of conflict and chaos to bring about calamities. So that could go some way to explaining why the empire isn't set up to just bomb the crap out of everything in sight as well.