What do we call that effect ?
 

Actually i don't know if a specific term is used to describe the intro of this two songs

Apollonia 6 - Sex Shooter (Extended)
Laura Branigan - Self Control

I'm about the sound of air back-and-forth

Apollonia 6 - Sex Shooter The very first sounds like the rate knob of a delay pedal or synthesizer. The second effect: in lieu of using a top hat from an (acoustic) drum set they're using a drum machine or synthesizer. It sounds the sound a top hat sound from a drum machine with white noise mixed in going through a Phaser pedal.

Laura Branigan - Self Control sounds like synthesizer using volume swell and having the resonance change at the same time.