If you channeled the sand you'd have a low backpressure and bad filtering but not air.
Since you had no leaks testing, you could still have a small suction side leak before the pump - it could be really small and would only ever draw air when the system is on, it may never draw a huge amount of air due to it's size.
If you turn the pump off, and let it sit overnight, you may find a small wet spot somewhere between the skimmer and the pump - you would have to trace that back to the leak uphill of it.
The only way water will come out of a suction side leak is with the system shut off.