"Just as our soul, being air, holds us together, so do breath and air encompass the whole world."
What makes the three Milesian philosophers, Thales, Anaximander and Anaximenes, stand out is that the theoretical human has become a reality. The way of thinking has in its basic form moved away from the mythological thinking (or mythos) and into the domain of the theoretical thinking (or logos). From now on it is about explaining the universal and the general. Everything in the universe can now be approached by the thoughts of humans. This notably influenced the Pythagoreans.
It was actually "aer" which he believed to be the common charecteristic between all things. "Aer" is the Greek word for a mist rather than just pure air.
As strange as this might seem, Anaximenes was not too far off mark. Anaximenes' theory preceded the Aetherial Void theory of the 19th Century; and now the fledging Zero Point Energy theory is superceding that. What is not unusual is that each theory is getting closer to the actual Omnipresence of God. As D&C 88:41 relates:
He acomprehendeth all things, and all things are before him, and all things are round about him; and he is above all things, and in all things, and is through all things, and is round about all things; and all things are by him, and of him, even God, forever and ever.