Is cooking with an air fryer similar, nutritionally, to baking? Irrelevant context: I've been borrowing a friend's air fryer, and I love how fast it cooks!  So much that I'm considering getting one of my own to cook 80% of my meals with.  But, my girlfriend is concerned because of how unhealthy "frying food" is.  So I've done some Google searching, and found a few articles claiming that it's a step up from deep frying, but is still significantly worse than most forms of cooking.  These articles specifically recommend baking, grilling, and boiling along with sauteeing and steaming, which seems suspect to me and I feel like I'm being given a line here.  These articles claim that the temperature at which the food is cooked causes carcinogenic by-products and removes nutrition.

I'm confused as to how air frying is different from baking or grilling, in terms of the nutritional effects on the food.  If I don't add oil (which, incidentally, I do add when baking, to keep the food from sticking to the tray), it seems to me that I'm just heating food up using air.  I'm using similar, or lower, temperatures as baking, and I am definitely using lower temperatures than grilling.  And my understand is that boiling also tends to involve removing nutrients as well.

I apologize if my question is OT - I realize that it's close to a general nutrition question, which is why I'm trying to specifically compare it to other forms of cooking.
Using an air fryer without oil is essentially the same thing as using a convection oven. This would make it no more and no less fatty than baking. If you use oil in the air fryer then my understanding is that you are being marginally less fatty than deep frying because the saturation in oil is just not as significant.

Incidentally your use of oil in a baking/grilling setting are not quite similar because the oil is allowed to drip off, it is not continuously reapplied or applied at the top and allowed to soak down. Rather it is usually on the bottom surface to prevent sticking (Note: basting with the oil would cause the food to absorb more of the fat and thus be fattier.)