Did you try the advice on the page? Hold WASD and try every other key. On my 2014 macbook pro, even WASD by itself fails, so I'd be surprised if the Air is any different.
My MacBook Air can do 6 keys, but not any 6. They have to be horizontally disbursed. In particular tight triangles are impossible (AWS, WSE, etc.) and cannot be pressed at the same time. A fun site to use to see this for yourself is http://benzguo.com/bayan/ .
I have a mid-2013 mba and it seems to work just fine for me. Just tried the hello world example! (It took me about 3 minutes to really get it under my fingers.)
Wow, this is going to be even a bigger learning curve than Dvorak which I already use daily...
You really need a minimum of 16-key rollover to do steno properly. Otherwise you're just really constrained in the number of chords you're able to write.
Each finger can press up to two keys at a time (top row, bottom row, or both rows together). Right pinky can press up to four at a time (two rows plus two columns), and right index can press up to three at a time (two rows plus asterisk column).
I tried this link and it seems like I can press multiple keys at once: http://www.gigahype.com/nkey-rollover-test-page/
It looks like I get 6 keys so maybe that is not enough?