Frankly, if the engine could talk, and you asked it "Does it make a difference to you whether there's air under you or not?", I think the engine would reply "I don't give a flying f*** what's back there."
That exhaust is coming out at the back, and if the rocket and engine aren't fastened down, the rocket it's attached to is going in the opposite direction, pronto, regardless of whether there's anything under the engine or not.
I think that's clear from the engine test footage, and the massive amounts of air that are almost casually pushed far, far away, thus failing to provide any resistance to the rocket exhaust.