I have a couple of different air mattresses and also some older Thermarest self inflating pads.

I have never felt that my air mattresses caused me to suffer due to lack of insulation. Have used them in sub-freezing temperatures when my 40 degree rated down bag was just barely enough. I also use a sleeping bag liner, not so much for extra thermal rating but more to keep my sleeping bag clean if I was grungy. A sleeping bag liner launders easily. But who knows, maybe the liner helped for temperature. My favorite air mattress is an older version of the REI Flash, however REI has re-designed the Flash and I have not tried the newer model. The older Flash model that I use is quick to inflate and deflate, air mattresses with small valves take more time and effort.

I exclusively use air mattresses for bike trips because they pack so tiny and fit well in a pannier. But backpacking and canoeing I use the self inflating pads because volume was not as critical. Backpacking, I strap it outside the backpack, canoeing I carry a bigger pack that has plenty of volume capacity.