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I'm not sure what you have or have not read on the subject, but an air choke is, at best, a third rate attempt at replacing the functionality of a current balun. A current balun can be used on any antenna, and it has the effect of fully isolating and removing common mode currents, among other benefits. A choke, on the other hand, simply attempts to attenuate said common mode currents. In the case of the choke some CMCs always make it through.
Also, a well made current balun works over a much wider frequency range than even a ferrite based RF choke, while an air choke that was made wrong (intentionally or otherwise) can actually make a common mode currents issue worse on some parts of the frequency range (hopefully not the part you are using it on).
Now here is the bad news, the MFJ-915 is not actually the current balun they say it is...
Taken from http://www.mfjenterprises.com/Product.php?productid=MFJ-915. What this is telling us is it actually is nothing more than a ferrite based RF choke, and because of this it is actually nothing more than a more advanced version of an air wound choke. By more advanced I mean it is more resistive instead of reactive in nature, which has certain advantages. Plus you can make one yourself without having to worry about the break in the coax stuff, just by some FB-31-1020 beads, 10 will work well, and string them on the coax before you put an end on, and then find something that will hold them in place near the antenna end of the feedline (I personally use heat shrink tubing for that).
Now about that break in the coax business. I'm sorry to have to say this, but what you have learned about this is a load of crap. Yes, there is an amount of loss going through such a connection, but it is insignificant to the point of being well beyond irrelevant. To put this loss in perspective, my AIM 4170 VNA can barely measure the difference a single PL-259 connection has. These connections have so little loss that I had to string a bunch of them together to get a meaningful measurement and make any useful calculations. You can have well more than 20 of them on your run and (assuming they are all properly connected) you won't notice the difference.
If we were talking UHF frequencies, then yea, these connectors would be a problem, but we aren't talking about UHF frequencies here are we...
The DB