Although you do not need to use the Air within a WiFi network in the long-term; the unit does require a network connection upon initial setup to ensure all components are functioning correctly. If the unit is not connected to a WiFi network, the Apple Airplay chip inside will tell the unit to power down.
Please make sure the product is configured with WiFi credentials or connected to Ethernet to prevent the product from resetting every 30 mins.
Once the unit has been connected to a network once, the unit will no longer power down and can then be used without a WiFi connection if you wish to use the Bluetooth or Auxiliary connections only.
Please Note: A network connection is necessary for AirPlay, Internet Radio and Spotify Connect.