All troops have a defensive damage against planes. You can see it in the troop info.

The only units in the game that have no defensive damage against planes are missiles and nuclear weapons. EVERY other unit has a defensive damage value against planes.

Nerd Explanation:
When you order the plane to attack, the current position of your target is saved and once the plane flies to that destination, it engages the enemy. If the enemy is already out of your range by then, your plane won't deal any damage but will still have to refuel.
If the enemy is still in, he will first deal offensive damage to your planes and then, your planes will also deal offensive damage to him. I believe this is not intentional though, and they should defend using defensive values.

If you order the planes to patrol instead, they will fly to the centre of the assigend patrol circle and then start patrolling. Every 15 minutes the patrol timer runs out, and your planes receive 1/2 of the defensive damage of all enemy armies within the patrol circle, and only then will your planes deal 1/2 of their offensive damage to all enemies within the patrol circle.
(and also all enemy plane wings whose patrol circle overlaps, but those will receive damage without dealing damage to the attacker beforehand).

Edit: To clear it out, land or naval units are truly not able to attack planes in the air. But, they all CAN deal damage to flying planes defensively, when being attacked by them. You can avoid getting damaged by land or naval units - just don't attack them, or let the patrol timer tick out while the enemy units are within your patrol circle.

But, you just can't use planes to deal damage without the target dealing damage back.

The only exception to that is when the target has no defensive damage and you are patrolling,

or you are patrolling and the patrol circle just overlaps with the one of the enemy (overlaps means the centre of the enemy patrol circle is not within yours). If it does overlap, you can deal damage without the enemy defending, but he's also patrolling.

So, you'd have to either start patrolling before he arrives at his patrol destination (to have your patrol timer tick out before his) or have so much defensive damage that it kills his planes, so they don't engage and deal offensive damage to you (that's perfectly possible as attacked planes defend first before the attacker strikes).

there is a trick using interceptors.
Basically a interceptor can defend a unit from enemy planes without beeing spoted.

Your bombers only see what is inside their patrol circle but a enemy interceptor just touching the patrol circle borders of your bomber, it can deal damage without beeing spoted by your bombers.

Probably this is happen to you.