Properly made gelato has less fat than ice cream. Most ice creams use...well...cream, while many gelatos use milk instead of cream, therefore less butterfat. Also, many ice creams will incorporate eggs as well, which also add to the fat content.
What they're talking about with the "less air" bit, is something called overrun. Most ice creams intend to incorporate air into the process to help make it creamier, as well as stretching their products by adding volume. The trade off is that the higher your overrun (more air), the worse your products taste. This is one of the reasons Haagen Dazs tastes better than store brand ice cream because Haagen Dazs has less overrun in their products.
So does a scoop of ice cream have the same amount of fat as gelato? No. Ice cream still has more fat, if you compare the two in a meaningful way. If you were to try to fudge the process by comparing them by volume instead of by weight you might be able to manipulate the results into coming close, but, thanks to all the overrun in ice cream, there's so much variability in the air content that comparison by volume doesn't make sense.