I think what you have been told is probably very heavily dependent on the model, but typically applicable advice.

The air fryer I have is basically just a countertop convection oven, a bit bigger than my large microwave, that can do an entire chicken or roast plus a side dish on a top rack. The buttons are all on the protruding handle to open the door, so safe from moisture, and the fan is at the back. So I’d be willing to bet mine could easily handle straight liquid if I so choose.. No idea why one would want to, when much better options exist, but all the same.

I suspect a number could do with a steam clean given the fat residue that goes the same route.