Making a Thunderbolt connection between your Macs would cost $50 for an Apple TB 3-to-2 adapter, plus $30+ more for a Thunderbolt 2 cable. If you were the owner of one of Apple's old Thunderbolt Displays and would have an ongoing use for that hardware, it might be wort it, but for most people it makes more sense to migrate using an up-to-date backup.
That backup can be a Time Machine backup, or a bootable clone backup ("startup disk") made using one of the applications Carbon Copy Cloner or SuperDuper! You may need to adapt for the difference between USB-A and USB-C, but there are many ways to do that (e.g., with the Apple USB-C to USB adapter).
If you're planning to get rid of the 2015 MacBook Air after you do the migration, you may find this article helpful:
What to do before you sell, give away, trade in, or recycle your Mac - Apple Support