ok, so I noticed a major foreshadowing that I think most people missed. When Zaheer as in the cave meditating and saying his chant “Release your earthly tethers, enter the void, empty, be the wind.” and P’Li walk in and distracts him. He tells her how much he loves her, etc. Now, remember why Aang couldn’t master the avatar state, it was because he loved Katara. He had an earthly attachment. So Zaheer is attached to the earth because of his love for P’Li. But when she blows herself up, it crushes him, but he realizes that he no longer has anything attaching him to the earth and this allows him to tap into the special ability of flight.