The pump will have a check valve. It may not be working properly, but removing the above ground check is the only way to know. But if after removing the above ground check the pressure leaks back down the well, the pump will need to be pulled and the hole in the pipe and/or the bad check on the pump replaced. If either of these things are the problem causing the air, having a check valve above ground is just a temporary stop gap. The problem will still need to be fixed. Removing the above ground check may make the check on the pump start working. But if it is a hole in the pipe the above ground check could have even been the cause.