Yup, we do. Gravity is a core property of matter. Two objects that have mass will be attracted to each other. However, this gravitational force is proportional to the mass of the two objects, and the force is miniscule unless the amount of mass is large. Like planet-sized large.
So, two spheres of water will be very slightly attracted to each other, and two bubbles of air, which do have mass, are also attracted to each other. However, given the very small amount of mass in two bubbles of air, the attraction is so small as to approach zero. Since all of space is full of water, there is no "up", so the bubbles will not rise.
Since the mass of the surrounding water is so much greater than the mass of the air bubbles, the gravitation attraction of the two bubbles can safely be ignored. So, what will the water try to do?
In the real world, two air bubbles surrounded by an infinite amount of water would certainly dissolve into the water and cease to exist, but I'm guessing that's not the desired answer.
Two air bubbles surrounded by an infinite amount of water, which would have infinite mass, would instantaneously compress the two bubbles to as close to a singularity as the mass of the air would permit. No, wait, that can't be correct. Water "compresses" things at the bottom of the ocean solely due to the force of gravity pulling the water "down". However, in the problem statement, there is an equal amount of water in all directions, so there is an equal amount of gravitation force on the water from all directions, so the net force on any point in the water is zero. The water will not exert any compressive force on the air bubble.
So, if there is no net force being exerted on the air bubbles, they will not move. The gravitational attraction between the air bubbles is many orders of magnitude smaller than the inertia of the water resisting any movement of the bubbles.
I'm going with "They will not move".