Unlike the previous Aria and Aria 2, Aria Air connects only via bluetooth, not wifi, as you found out. That cannot be changed. That probably helps keep the price down; plus some people had trouble with wifi connections when they changed routers.
For BMI (assuming you don't really mean body fat %), you can see if you tap the weight tile on phone app, then swipe left on top graphs. It doesn't change quickly so probably no sense it checking it too often.
Before posting, re-read to see if it would make sense to someone else not looking at your Fitbit or phone.
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