If your engine oil is entraining air, you may have a leak on the suction side of one of the oil pumps requiring engine teardown.
Or, you may be overfilling and whipping air into the oil.
Or, you may have a crankcase ventilation issue.
But, air in oil is not good because the film strength is severely compromised by the air (air is a lousy lubricant).
How much oil are you putting into the engine during the oil change?