Yes, you’re lifting air, but it’s also immediately spilling off of your hand and filling in the space underneath it; the net effect is that you don’t really get a sense of the weight of the air above your hand.
You can get a better sense of that weight if you can prevent air from quickly filling in the space underneath your hand as you lift it. This is pretty much impossible, since your hand is so lumpy.
Instead, get a standard sheet of plywood, 4 feet by 8 feet. Set it on a couple of sawhorses (i.e. get it at least a couple of feet off of the ground). With you and a partner standing on opposite ends of the sheet, suddenly raise the plywood. The biggest resistance you’ll feel is simply from the mass/inertia of the plywood.
Now repeat the same experiment - except start with the plywood sheet flat on the floor. Make sure it’s a flat (unwarped) sheet and a smooth floor, so that there’s as little space as possible between plywood and floor. When you and your partner suddenly try to raise the plywood this time, you’ll feel a lot more resistance than you did before, because the air has a much harder time getting in below the plywood (at least until it’s a few inches off of the floor). Now you’re starting to get a sense of how heavy the atmosphere is above that sheet of plywood.
If you really want to eliminate the air rushing in behind that object as you move it, you’ll need to seal the edges. Instead of a sheet of plywood, you could use a syringe: plug the hole on the end of the syringe to prevent air from getting in, and pull the plunger back. The resistance you feel is because the atmosphere is trying to push that plunger back in, and air can’t get to the underside of the piston to push up on it. If you started with the plunger all the way at the bottom so that there’s no air under it, then the resistance you feel will be proportional to the area of the plunger and local atmospheric pressure. If your plunger area is 1 square inch and you’re at sea level, then it’ll be about 14.7 pounds of force.
If your plunger is really tall (like 20 or 30 miles tall), then as you raise the plunger upward, the amount of air above it gets smaller and smaller, so the pressure trying to cram it back into the cylinder gets less and less. If you made your syringe a couple hundred miles tall, the top end of it would so high that there would be no air above it to push down on it. When you got the plunger up to this height, there won’t be any force pushing the plunger back in (except for its own weight). In fact, you could lift the plunger entirely out of the cylinder at this point, and the cylinder would remain completely devoid of air.