Air or more generally medium resistance was not yet treated as a separate effect in Aristotle's time. Nor was there a clear idea of motion in a vacuum, in fact most ancient Greek philosophers, including Aristotle, did not believe that vacuum exists. So he had to explain phenomena as they are observed, resistance and all, and without the benefit of experiments where different factors can be controlled for. His prototypical example was a rock and a feather, which do not fall at the same speed. That different weights would fall simultaneously if effects of resistance can be neglected is not obvious at all unless you perform an experiment, and that did not become common practice in science until 17th century, two millennia after Aristotle.
In Aristotle’s Physics: a Physicist’s Look Rovelli explains that in a resisting medium the steady speed attained by a body after a transient phase is indeed proportional to the force causing the motion, so his "law of motion" does hold in the limit of high friction/resistance. As for the free fall, it is not that easy to notice the increase in speed over the short periods of time that everyday objects take to fall from small heights (people did not deliberately drop stones from tall towers in his time). Aside from that, Aristotle distinguished between violent motions, caused by a force, and natural motions, that do not require a force, free fall is one of the natural ones. Another one is the circular motion of stars in the heaven. Aristotle's "law" therefore applies to neither.
This being said, Aristotle's theories of free fall and projectile motion were criticized already in late antiquity, e.g. by John Philoponus (c. 490 – 570 AD), who anticipated modern empirical approach:"But this [view of Aristotle] is completely erroneous, and our view may be completely corroborated by actual observation more effectively than by any sort of verbal argument. For if you let fall from the same height two weights, one many times heavier than the other you will see that the ratio of the times required for the motion does not depend [solely] on the weights, but that the difference in time is very small".