I was wondering is it normal to squeeze air of of your penis, because my husband has that issue after he urinate he has an urge to do so.?

No: Air in the urinary tract, pneumaturia, can be from a variety of conditions including recent instrumentation of the urinary tract (ie cystoscopy or indwelling catheter), urinary infections, or communications between the urinary tract and another organ, primarily the bowel. A urologist should be involved to examine him, perform appropriate urine tests, and order a cystogram/perform cystoscopy.