That blast of air you get when entering stores is used to keep insects out!

They’re called air doors or air curtains. These devices have powerful fans that can blast air all the way to the floor. They have many uses, although their first use was to keep flying insects out of buildings by creating forceful turbulence.
Nowadays, air curtains also have air heaters or coolers, and they serve as a way to keep cold air from escaping in the summer or coming in during the winter. This saves a lot of energy because it reduces heat transfer between two spaces. However, a closed door is still much more effective.

Read more at http://www.omg-facts.com/Fun+Facts/That-Blast-Of-Air-You-Get-When-Entering/56855#YjYf9SFlzxJmzxBV.99