I’ve been baking for 30 years, and air bubbles appeared in my sugar cookies for the first time today (it was a new recipe). I searched for answers, and I came across this post. I can say, without question, that the bubbles do not form because of eggs. My children have several food allergies, including eggs, and my cookies were egg-free (made with substitutions). Per the recommendation above, I covered the cookies with parchment and “ironed” the cookies with a flat fondant paddle immediately after removing the cookies from the oven. It worked perfectly - all air bubbles were gone in seconds. I still have no idea why they formed (I did not overcream, etc), but at least there is a quick, easy solution!