Preheat the air fryer to 350°F (175°C). Line the basket with parchment paper.
In a large bowl, whisk together the flour, sugar, baking powder, and salt.
Cut in the cold, cubed butter with a pastry cutter or your fingers until the mixture resembles coarse crumbs.
In a separate bowl, whisk together the heavy cream, egg, and vanilla extract.
Pour the wet ingredients into the dry and gently fold until just combined — do not overmix.
Gently fold in the blueberries, being careful not to burst them.
On a lightly floured surface, shape the dough into a 6-inch circle about 1 inch thick. Cut into 8 equal wedges.
Arrange the wedges in the air fryer basket so they aren't touching, working in batches if needed. Lightly brush the tops with extra heavy cream.
Air fry at 350°F for 15–20 minutes, until golden brown and a toothpick inserted into the center comes out clean.
Cool the scones on a wire rack for a few minutes to set.
Whisk the powdered sugar, milk, and vanilla into a smooth glaze and drizzle over the warm scones.