If your question is about the air: It does! The blood carries a ton of cells that can pick up air components. Red blood cells (more specifically, their hemoglobin) bind to the O2 and CO2. Your vessels also feed into your body's plasma, which can act as a circulating reservoir for yet-to-be-collected CO2.

The major component in atmospheric air, nitrogen (N2), is already abundant in the blood too, so it isn't an issue. If I remember correctly, our bodies are generally in equilibrium with the outside air in terms of N2 partial pressure.

Admittedly, a small air bubble in the blood bypasses a lot of the specialized membranes our alveoli use to make their gas exchange, but blood itself can manage a bit of air just fine.

If you're asking about the nanorobot, however: The article says it's not yet biodegradable to the degree they want to make it.

Gas perfusion into the surrounding tissues and liquids, probably

I think the air will escape through the lungs eventually.