While there’s something to be said about the experience of grilling a steak, there’s little guesswork with air frying a steak as the temperature is precisely controlled, whereas you might not know the exact temperature of your grill’s flames. It’s also a good way to avoid the impulse to keep flipping.
Lastly, cleanup is very easy as you only need to clean out the basket when done. If you have an oven-style air fryer, make sure to use an aluminum liner for any drippings.