Air can enter from the threads or a poor seal on the tubing. That’s what you are probably seeing when you watch most of the how to vids on YouTube.
As long as you don’t have a vacuum in the master cylinder, you shouldn’t get any air entering the brake line from the bleeder.
Make sure your tubing is on tight, use a zip tie. I use the real gravity method to bleed brakes: keep the drain bottle and tubing above the bleeder, the bleeder should only be opened about 1/4 turn. Any air entering from the threads or seal should flow into the bottle. Works for me. Ymmv.