There is a manual air release at the top of the filter (partially unscrew small block nob with pump running). Try to release all of the air and see if air bubbles go away. If not, do you have a SWG?
The auto air relief allows air to escape through the returns instead of using the manual nob. However, it does not get all of the air out of the filter and what air it can get out may take a while since the tube is quite small.