Unlike men, women actually have their inside lining of the abdomen (aka
peritoneum) exposed to the outside world. The ends of the
Fallopian tubes are open in the abdomen, where the
ovaries release the eggs into the funnel-shaped ends, called the infundibulum. This is why some STDs can lead to appenditicis-like symptoms in women, the germs can spread into the rest of the abdomen.
With these open ends, there is a risk of air and liquids that enter the vagina at high pressure could go up into a woman's abdomen. There are actual cases of this happening, such as if a woman goes water-skiing with a bikini on and falls on the water at high speed. This causes a condition known as "salt water peritonitis," where the salt water is propelled into the vagina at such force that it actually goes through the Fallopian tubes and into the abdomen itself, causing a dangerous infection. You may have heard the rule "never have sex in a hot tub," which is partly based on this idea, but not quite true. The penis can't really piston it in with that much force, no matter what anyone says. I'm sure it's more of a matter of the chlorine causing irritation of the vagina and cervix.
"Vaginal insufflation" is the name of the condition where air enters via the fallopian tubes. Fertility doctors sometimes actually use very small amounts of compressed air to open up the tubes, but only a few mL of it. Air would actually form a bubble in the peritoneum, which can eventually dissolve over time safely.
The medical literature itself doesn't have a lot of material on the topic. MEDLINE shows 3-4 articles on "air embolism" during oral sex, all patients were pregnant women. So far, the medical community has only warned pregnant women not to have air blown into them.