The MBA definitely prefers hard flat surfaces that allow both radiation and convection cooling. Not too bad propped up on the lap as this still allows radiant cooling and does not block much of the main venting at the bottom rear of the machine.
But put it on a soft flat surface and it will block both radiant heating and all of the main vent on the bottom. You just don't want to do that. If you have to set it down there, sleep it or use a notebook pad or clipboard or something.
And yes the uMB's have it a little better - more radiant surface and a vent on the rear that takes a bit softer surface to block. But I would still tend to sleep them or use a pad rather than leaving them on a really soft surface for any length of time.