It means that they're resistant to that attack, sure (which is distinct from being "more secure" as if there were some continuum). The Air is also resistant to the firewire DMA attack, in that it doesn't have firewire
Wouldn't the inclusion of Thunderbolt (similar concept to Firewire) make that some sort of attach still possible?
Thunderbolt doesn't provide raw access to DMA (and thus the ability to directly access any process's memory) the way Firewire did.
But at least on Macs, the attack is somewhat mitigated by the OS shutting off thunderbolt/firewire DMA if the screen is locked.
It should be resistant to the firewire DMA attack even if it had firewire. Modern processors protect against this. AMD calls their mechanism the device exclusion vector, I forget what Intel calls theirs.
IO virtualization (IOMMU) prevents this. Intel calls it VT-d.