Is that not possible in any way with Photos?
OK, how do you know they are not on your Mac? Are you looking for a file? Do you have iCloud on and syncing Photos on your MBA? If it is in Photos, it is usually in the Photos Library file, which is in your Home > Pictures folder.My OS is Yosemite 10.10.5, and I run Photos. But I say again, these photos do not exist on my Mac, and I do not have the space on my Mac to copy them.
On my Mac Photos > Preferences > iCloud, "My Photo Stream" is also checked. Is that a problem?