But according to my knowledge, the hard part is to keep that air gap device disconnected from the outside world.
There's nothing difficult in that part. If the device has no Wi-Fi, bluetooth, NFC antennas, USB ports etc., then it's by default unable to connect to a network of computers. This. Funny seeing this topic as I just installed Windows 10 and the nightmare is fresh!
Windows 10 is basically the Big Brother's operating system. Security asides, the privacy policy explicitly says that they're collecting telemetry and diagnostic data by default, they're using advertising IDs to track and monetize the OS usage, some of their apps request excessive permissions (which includes personal information), and let's not forget mentioning Cortana! 