Hi, 325chaya.
Thank you for posting in the Apple Support Communities.
We understand that you would prefer your photos be stored locally on your MacBook Air instead of in iCloud, but when you try to transfer photos to your Mac they upload to iCloud. We certainly understand how important it is to be able to manage both the storage on your devices and in iCloud while ensuring your photos are going where you want them to go.
It sounds like you have iCloud Photos active on your Mac. We encourage you to follow the steps in “How do I turn off iCloud Photos on only one device?” outlined here:
Get help with iCloud Photos - Apple Support
Make sure that you go to Photos > Preferences > and select “Download Originals to this Mac” before you disable iCloud Photos if you want to make sure all of your iCloud content is stored locally on your MacBook Air.
Warmest Regards.