It will depend if it is a party wall or a wall soley on your property.
If a party wall then little you can do about it. But I would be very surprised if its actually coming through the wall. If its a party wall it will either be a cavity wall or a solid 9 inch brick wall.
Also if you have a solid floor you wont have any air bricks. Air bricks are only used to vent a timber underfloor.
If this a wall built entirely on your property and I am assuming you are the property owner, then you can make them remove any structure attached to said wall.