First, lets look at conduction. This process involves the transfer of heat through a conductive medium. Well, nothing exists between the air and the water surface. In our situation, the heat is going directly from the water to the air without passing through a conductive medium. Therefore, this is not the applicable process that is causing the warm winter-time air temperatures at station 41001.
Convection involves the movement of heated objects.
The physical movement must be a result of the heating, such as with the pot of boiling water where the vertical movement is caused by the intense heat applied to the bottom of the pot. Because the ocean water isn't moving into or through the atmosphere as a result of the sun's heating of the water, convection isn't the process influencing air and water temperature difference. Ocean water is moving through the lower few feet of the air as ocean surface waves , but this doesn't occur because of the sun's heat.