Direct attack is a very efficient method in air combat. Both regular and rocket fighters have better attack than defense values, so the one performing the attack has an inherent advantage.

Your best options, in order, to defend against it:
(1) bomb the airfield where they're based when they're refuelling after the attack.
(2) have a second (interceptor) stack patrol the place where the actual combat occurs;
(3) direct attack him yourself.
(4) get out of reach from him. The attack TIMER for their air attack is based on where your planes were when he gave the order, but the attack gets cancelled when your planes are out of the plane range circle when the timer finishes.

Short range air unit using direct attack?
That means he'll be refueling, in range of your bombers.
Easy kill.

the best option are the rockets, they can't be stopped and they have more range than most of the airplanes, except the strategic bomber, if you trow 1 to the airbase of your enemy, and you destroy it below level 1, then the enemy airplanes will:
1)move to another nearer province with airport
2)move to the province were their airport was located(in case there is no near standing airport)
in both cases it will be fk 30min, it doesn't matter were it lands
wen that happens you have 2 options
trow more rockets, if you want to avoid the enemies airplanes(rockets can't be intercepted ones trowed)
or send your airplanes , in the best case an offensive one because that is the one that would be the most effective between the airplanes
I have been using rockets for a while, and I can ensure you that they pay off, if you want to attack a concrete province then they will always hit it
and if you want to attack an enemy unit, you will need to improve its level so that it is has enought speed to hit the moving target
rockets are the best way to fight agains an opponent with to many airplanes/apart of antiair
because they really more in the heat points of the enemy airbase than the enemy airplanes ones