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It is stated on here that:

Air-entraining admixtures cause small stable bubbles of air to form uniformly through a concrete mix. The bubbles are mostly below 1 mm diameter with a high proportion below 0.3 mm. The benefits of entraining air in the concrete include increased resistance to freeze-thaw degradation, increased cohesion (resulting in less bleed and segregation) and improved compaction in low-workability mixes.

This does not make sense to me. By introducing more voids into the concrete there are more paths of ingress for water which can then expand and crack the concrete.

Why do air entrainment admixtures improve the freeze-thaw resistance of concrete?

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Where concrete is exposed to water, the water is going to permeate concrete no matter what you do (for the most part). The voids introduced by air entrainment allow the water some place to expand into when it does eventually freeze, thereby reducing the pressure on the concrete to crack.

Edit 2021/02/17 to add some supplementary information:

ACI 201-16, "Guide to Durable Concrete," Chapter 4 has a lot of information on freeze-thaw damage to concrete, and describes the method of attack that this has on concrete in great detail. I won't copy/paste whole sections to avoid copyright issues, but to summarize:

Concrete below about 80% relative internal humidity is normally immune to freezing damage.

ACI defines several Exposure Classes. The table below summarizes these:

exposure classes

Your typical neighborhood sidewalk in a northern climate would be a good example of Class F2, assuming that the homeowner doesn't use salt (based on my neighborhood, this is probably pretty accurate).

Exposure Class F1 generally has a recommended minimum air content range of 5% to 7% and Classes F2/F3 from 5.5% to 7.5% depending on maximum aggregate size. Tolerance on this is typically taken as +/- 1.5%. These numbers are based on keeping 18% air in the paste portion of the concrete.

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The air entrained in the concrete causes discontinuous voids, which will not cause water to penetrate the concrete. Water will permeate through the bleeding pores which are continuous cavities. The entrained air bubbles are small and will only allow space for the freezing water to expand.

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