The interactions are weak. If we had some super-sensitive air pressure detector that could tell which slit the photon had gone through, we'd get the same results as when we measure which slit the photon has gone through (that is to say, no interference). But actually such a thing is impossible; maybe a few air molecules close to the photon path will get their state entangled with the photon state, but they don't interact enough with other air molecules for the entanglement to spread through the whole room. So you get a case rather like the one where you record which slit the photon went through but then destroy that information without reading it - and you do see the interference.

There's another universe where the air was already going in that direction. Since the photon isn't going to nudge it much, it's a really similar universe, so it has about the same wavefunction as the universe you were looking at to begin with.