I bought a fully cooked pack of frozen sausages. On the instructions it says to eat cold(Defrost only in the microwave) and to eat hot(boil them for 2-3 minutes). Why can't I heat them in the microwave, if I want to eat hot? Is it for quality or safety? Would it be safe to eat if reheated in a microwave? 
You can, absolutely. But it will be tricky. The unique aspect of an air fryer is its high airflow, which dries out the surface of foods quite quickly. (In a residential kitchen, only a deep fryer comes close to matching that, hence "air fryer".) That's great for crispiness, but for baked goods, you have to consider how much "crispiness" you actually want. If I had to cook a cake in the air fryer, I would find a recipe which was intended to be relatively flat and quick-cooking. If I just wanted to make a "baked" dessert in it, I'd make brownies instead. (Air fryers are great at brownies, because they're flat, quick-cooking, and benefit from a crispy top.) 