Keeping an anchor finger in place on a particular string is helpful when it makes sense. But it is not always possible or practical as you have discovered.
Indeed there are situations where it makes more sense to form the new chord in mid air as you described. Some folks find it easier to have one finger land first with a particular chord formation while others may prefer to have them all land about the same time. Each chord may be different for you.
My advice is to try different ways to transition from one chord to another and different ways to land your fingers on the appropriate strings (perhaps in different orders or all at the same time). Through trial and error you should be able to find what is easiest and most efficient for you. Then it's a matter of practice, practice and more practice until it becomes automatic.
There are some chords that I mastered by actually forming a more familiar chord with my fingers and then making the needed minor adjustment from there. It's a mental game I play with my brain. For example my brain has been thoroughly trained to form a open A minor chord in mid air. There is a voicing of a D7 chord that I often play on the 3rd, 4th and 5th fret that is shaped just like an A minor chord in open position - except that the ring finger slides up one fret. So to form that chord I form an A minor in the air and then make the slight adjustment on the landing.
Some chords will be more difficult than others - and a common anchor point to pivot on will often make the transition easier. But in cases where the relative geometry of the fingers relative to the anchor point require a complete re-orientation of your fingers, then you just need to find what works for you and continue to practice until it becomes as close to automatic as you can get.
One other thing to consider on a situational basis, is if an alternate voicing of the target chord that is giving you trouble will work as well in your song and be easier to transition to. You can easily find chord charts on line that will show many alternate voicings or fingerings for various chords. Some might be easier to transition to from the previous chord and still have all the same notes in them (even though one or more of the notes may be in a different octave).
There are a few chords that I still struggle with, but the more I practice them, the easier they get.