A properly installed/maintained system should not leak, either air or water. Any air that does get into the system should be purged automatically (ideally, anyways). ANd, that air should only be there on initial system startup, not continually. Make sure you have a properly working expansion tank, and that is what takes up the volume when the heating system cycles on (the water expands, and needs to go somewhere - if it can't go into the expansion tank, it will leak out). When the thing cycles down, the water contracts. If the expansion tank is shot, it can create a vacuum and suck air into the system. It is possible that a circulator pump could be injecting air if the seal(s) are bad.
I think that you have a leak somewhere that needs to be fixed. And, possibly a bad, or missing expansion tank.