Hi Fastek
You don't need compressed air for convection unless that oven comes with some pneumatic system parts (air cylinders, solenoids etc.). Air comes from the Oven Blowers themselves. Some ovens have Baffles, they are metal plates with high number of equally spaced holes of the same diameter. It is through these holes that Hot Air is forced into the processing chamber produced by the Heaters and blown by Fan Blowers. Compressed air as from my understanding is needed for equipment with Pneumatic Parts (such as air cylinders, solenoid etc), you need the air compressed and filtered (e.g. 1 micron filter) to prevent moisture or water going inside the machines pneumatic system that will damage them (rust). The plumbing you saw from that oven is possibly for nitrogen.
hope this helps,
my 2 cents
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