How can fistulas (urinary) cause involuntary urine loss?

Escape. Body fluids, including urine, just follows the path of least resistance. If the fistula connection provides an easier way to escape than the "normal" route, then involuntary urine loss will follow.
Infection. Bowel to bladder fistulae (tunnels) can cause constant inflammation/ infection, leading to the typical symptoms of uti, including urgency, leakage, pain etc. Passage of air in the urine is pretty much diagnostic of this, so if this is happening to you, get checked!