It does not appear to be documented (at least I couldn't find it) that you can search all starred messages in a folder by clicking on the star icon in the Filter toolbar.
One can search using "is:starred" but the results are wrong ... it only returns messages that are flagged in Airmail. And after did a search it no longer returns them.
I agree that this is not a trivial issue. If one could search on starred it would be possible to create a smart folder of starred messages.
Correction. I had saved the account in the Composing settings but it appears to have reset it.