How will you transfer the signed transaction? Pen drive? What if it is infected?
Well, you are right to the extent that the pen drive may contain viruses but then we are connecting Pen drive to the air gapped computer where the interent will never touch that device. So now, let suppose, a malware comes in the air gapped device through usb drive, but that malware cannot transfer data out to the internet because that device does not have access to the Internet.
Still it depends as many people may buy it from offline and online stores and not from the official store and sometimes it has issues with tempered firmware etc if bought from third party.
Open source hardware wallet like Trezor is good alternative but i think using an air gapped device on a Tails OS is much better than using a Ledger hardware wallet which is closed source. (You need to be a bit technical in order to create an air gapped tails OS USB).