To your thoughts about if air enters the mains water coming into cylinder you would have to vent it off. That is not what would happen. If air enters an unvented cylinder that has air gap, the air will not get into the air gap, as it is separate. Air would just simply come out of hot taps when opened, same as with an unvented cylinder with external expansion vessel. (Air only can get into air gap when unit is drained basically)
I would prefer the external expansion unvented units, but note that they (as with air gap unvented) need servicing each year and the G3 qualified plumber needs to service the expansion vessel. If the vessel membrane burst then the mains water will enter the steel part of vessel and rot it, ultimately causing a mains water flood. So vessel needs replaced after a few years. Preferred location for unvented cylinders is at a low level floor and ideally close to boiler and not far from bathrooms and most outlets