When trying to play any games on-air link which have worked perfectly in the past now won't work. It brings me to a black screen because my OpenXR needs to be set to active, in which case it's not. I tried clicking set oculus as active and it does nothing. I Tried looking at some things online and couldn't do too much about it. I have an image of what it says for reference. Any suggestions help. Thank You.
No, it means if Steam has become the active OpenXR app you just need to regain control via the Oculus app. It's very simple to reboot your PC without Steam running and restart the Oculus app to be able to set it.
Even that isn't always needed. Right now I'm swapping back and forth between WMR OpenXR, SteamVR OpenXR and Oculus OpenXR.
WMR's Mixed Reality Portal (which the OP was running apparently) needs to be closed and reopened to detect it's lost control, since I can't find an option for it in the settings (need to restart it so the warning with a button appears). Oculus and SteamVR just need to move to another tab in settings then back and it will refresh.
Anyway, back to the op's problem, OpenXR isn't needed for Airlink. Right now I've got OpenXR set to my WMR Reverb G2 headset, but Airlink with my Quest 2 is working fine.
OpenXR is only needed for OpenXR games, which are pretty rare at the moment.
Perhaps it's an admin thing. What these OpenXR settings do is just change a registry key at HKEY_LOCAL_MACHINE\SOFTWARE\Khronos\OpenXR\1 to point to a json file for WMR, SteamVR or Oculus. That may be failing if you aren't using an admin account.