I hate the word prodigy being thrown around. It does not mean "Instant expert on something."
Intelligence in general is something that is highly complex and hard to define. But while it is true that some people are more in tune with certain activities than others, more so than anything, prodigies are just people who are capable of spending an inordinate amount of time on something. Mozart's ability in playing the piano weren't the result of him stumbling and randomly hitting notes, with the shocking realization that he inexplicably does it better than everyone else. As a child, he would spend hours upon hours just practicing. He's be so into it that he'd forget to eat, and he'd do it for days on end.
In most cases, there is nothing stopping any of you from becoming a prodigy on most things. Just stop what your doing right now, then do that thing, then keep doing it every day, all day for a few years, and then you'll be in the same sphere of talent as a prodigy. It's just a matter of focusing on something for an extended period of time.
So just labeling Zaheer's abilities a result of him being a prodigy doesn't say much. If the writers remembered that bending abilities come from having a certain mindset, and if Zaheer is the scholar that this dialogue has suggested him to be, then the only way he is a prodigy is that that he's a prodigious student in airbending philosophy, which has allowed him to control airbending once he got access to it.