Do you have a fan in that incubator? If you have a fan in there the air should be mixed up so you should get the same temperature wherever you take the temperature. That doesn't always work but it should work that way if the fan is positioned right..
If you do not have a fan and the air is still, warm air rises. Where you take the temperature is very important, especially relative to elevation. Are the eggs and all the thermometers at the same elevation? If not then they should read differently.
I appreciate the replies, but I’m still trying to find out if the incubator air temp is supposed to be different from the actual egg temp!!
That's a bit hard to answer because different things go on inside different incubators. What is important is the temperature in the middle of the egg where the embryo is and where you cannot measure. The egg is a lot denser than air so it cools off and heats up slower. You can get a pretty rapid difference in air temperature and inside the egg temperature. Some incubators and their thermostats are designed for the air to cool off and heat up a bit. As long as that range isn't very great and the egg isn't at those extreme temperatures for long the center of the egg should remain relatively stable. The average air temperature at that spot in the incubator and the temperature in the center of the egg should be real close.
If you do not have a fan and are not measuring at the right elevation yes they should be different.