In the context of how phones today are built, air gaps are pretty much never the right answer to a thermal concern. At best, an air gap is what you allow when the budget cannot accommodate a better solution. If you have a component you need to keep cool, it's probably because it puts out a fair bit of heat on its own, so you want to thermally couple it to its surroundings. If you have a component you don't mind getting warm, you use it as part of the path for heat to be conducted from the big heat generators out to the surface of the phone.