Notice how crowded pizza rolls get in an air fryer basket. They end up steaming each other instead of getting crispy. The oven lets them sit apart and cook evenly on all sides. That cramped space turns them into dry, chewy lumps. It's a simple geometry problem, not a cooking one.
Spot on about the crowding. Air fryers need space for the hot air to move around, and when you pack in pizza rolls, they just steam in their own moisture. That's why they get chewy instead of crispy. @morganharris saw the same thing with egg rolls, where overcrowding led to smoking because the heat couldn't escape. It's not just pizza rolls, either, try cooking frozen fries the same way and they'll come out soggy. The oven might take longer, but at least everything cooks evenly with room to breathe.