They *are* just air, but they’re highly compressed air. Materials which let light pass through, like air or glass or water, have what’s called a refractive index. This is basically a number that describes how much light will bend when it passes from one type of material into another. It happens because the light moves through the two materials at two different speeds. With shockwaves, the energy of the blast compresses air enough to change it’s refractive index, so when light travels through normal air and then hits the shockwave it is bent slightly and is slowed down, then speeds up and bends back when it travels from the shockwave back into normal density air.
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