Hello, LikithLikiii.
Thank you for using Apple Support Communities.
To confirm, are you trying to stream audio to your MacBook Air or from it? If you're trying to use your MacBook as an audio source, then the headphones need to be connected to the MacBook Air and not the iPad: Wirelessly stream video, photos, and audio from your iPad to a Mac - Apple Support
"Play audio from iPad on Mac
- On your iPad, open an audio app, such as Podcasts
or Music
, then choose an item to play. - Tap
, then choose a playback destination. 
To select the playback destination, you can also tap
on the Lock Screen or in Control Center."
You may also want to review this article for using other devices as audio: Use AirPlay to stream audio - Apple Support
If this isn't the case, let us know in more detail about this set up.
Cheers!