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Where planes may fly and luggage disappear? (4,3)

Ross

I believe the answer is:

thin air

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'where planes may fly' is the definition.
(high altitudes where the air is thin)

I don't understand the rest of the clue.

Can you help me to learn more?

(Other definitions for thin air that I've seen before include "Lack of atmosphere (from which the unexpected appears?)" , "vanishing point?" , "Out of -- means from nowhere" , "Vanish completely as into . . . . . . ., on high mountain?" , "To vanish into this is to become invisible" .)

I've seen this clue in The Telegraph.
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