Does life need to be made out of a liquid.

This post is inspired by this article. In it Isaac Asimov discusses various ways life can exist different from our hydrocarbons in water (in cells) form. All of his alternatives consist of macromolecules immersed in a liquid. I’m not too concerned about questioning the macromolecules aspect, because while I can imagine there being an alternative to macromolecules on what makes structure and holds genetic information, I can’t think of any good ones. What I concerned about is them being immersed in a liquid. This is a common assumption in astrobiology; people often talk about about ammonia based life because it seems like a valid alternative liquid. However, I don’t see why it’s necessary. Why can’t things be immersed in a gas? One guess is that it has something to do with the fact that polarity of the liquid. Water is polar, and this influences biochemistry a lot. For example, more things dissolve in water than in a vacuum or in air. I think that the polarity of water has to do with it. Still, this isn’t convincing. So, is there a genuine reason here, or are astrobiologists merely being stupid?