@Giovanni - not sure if you have resolved the issue connecting your RPi3 to your Macbook Air. I had the same issue but I'm using RPi3B+ and Macbook Pro (2015) using thunderbolt-ethernet adapter.
Here's what I did to successfully connect my RPi3B+ to my Macbook Pro via the thunderbolt-ethernet adapter.
1. In the System Preferences > Network > Thunderbolt Ethernet - click the "Advanced..." button to bring up the additional options.
2. In the "Hardware" tab, you can try the following settings:
- Configure: Manually
- Speed: 100baseTX
- Duplex: full-duplex, flow-control, energy-efficient-ethernet
- MTU: Standard (1500)
- uncheck the AVB/EAV Mode
3. Click the "OK" button and "Apply" the settings for the said network device
Now your RPi3 should connect to the internet. You can try to ping
raspberrypi.local to see the IP address. It usually is in the range of
192.168.2.x and if you want, you can ssh to it directly using
ssh firstname.lastname@example.org - considering you did not remove the user
pi and your hostname is still
raspberrypi - if not change the following user and hostname accordingly.
Hope this helps. I tried to find a solution but to no avail.