Three reasons for air is mixture and water is compound

1. air components change from place to place, while water will just stay the same

2. Water doesn't have nor show individual properties, but air does show that it has it's own property

3. You can separate different gases from air physically, but with water you must pass electricity through it.

Don't take my word for it, this is just what I learned back in middle school. 

1. different gases mix together to form air and no new compound is formed
2, air has varible composition
3. air shows the properties if its constituent substances

there are videos on you tube if you wanna check them out

Explanation:  

The temperature of lava is so high that the moment it comes in contact with ice, it converts the latter directly into vapor, without turning it into water first. This steam essentially tries to escape through the lava.