When Zuko says Aang would have died for the Air Nation he pretty much foreshadows the fight scene where everything that is left of Aang tries to save the Air Nomads.

My theory is when they planned to kidnap Korra as a child and teach her bending, Zaheer would be the air master because they had to teach her without any actual airbenders. Since he had such a strong connection to the air culture he "received" airbending.