I always thought err was sort of short for error, so I pronounced it air.I'm sure many feel that way. The
AH dictionary has the etymology and a usage note (
link). I have only heard the older pronunciation in the wild a couple of times from older folks who no doubt had it drilled into them long, long ago. Note, I am not suggestion that the older pronunciation is better or more correct, just that the newer pronunciation has nearly replaced it. I've never run across any normative grammarians/style-usagists who have insisted on the older pronunciation, because I think they are unaware that they are pronouncing it in the newer fashion, but it is fun to see that they are inconsistent in their peeves.