Why shouldn't there be any air between lungs and ribcage?
Pleural fluid is secreted by the pleural membrane and therefore it is not made up of living cells. Usually a trauma to the chest, such as a stab wound, would allow air to enter the thoracic cavity, called pneumothorax.

The problem caused by air building up in the thoracic cavity is due to the movement of the diaphragm and intercostal muscles cannot create a low pressure relative to that of within the lungs pressure, and air rushes into the thoracic cavity instead of the lung to equalizes the pressure. Note that oxygen that enters the thoracic cavity is not usable by the individual, and only the oxygen that enters the lung can. Also, air in the thoracic cavity is not connected to the nose or mouth, or else only little air would enter the lung when aspirating.