Maybe it's difficult to get the actual light out into the open air, but there's nothing stopping view dependant parallax from making an image appear "in front"

Maybe it's difficult to get the actual light out into the open air, but there's nothing stopping view dependant parallax from making an image appear "in front" of the display, with the annoying limitation that your object will still be occluded by the bounds of the display. Failing that, you can easily bend lightwaves in open air with a strong enough gravitational field. So there you go, you just need a way to generate enough black holes and position them very precisely. Or... a way to modify the density (and therefore index of refraction) within a volume of air, with perhaps, standing waves.