Air can be used to shape tones, so it's not necessary that least air usage = best.
Even though that's the case, it is always good to start out by learning how to use as little air as possible to project a good sound. Some people have a habit to let out gusts of breath when they change from note to note or from word to word, that is technically a waste of air, so yea, it's not wise to do that unless you are trying to achieve a special sound with that.
Gary.