When it comes to baking, not all air fryers do the same job. While your standard basket air fryers can handle most baking jobs, you'll run into problems if you have a rotary model.
The main issue comes down to simple physics: Cake batters need a consistent environment, and even bread dough requires a kind of stability during baking.
Beyond the problem that they move around, these models are also generally smaller with more awkward shapes, so what you can bake in them will be limited.