how should a check valve work?

The air will find it's way out of the tube exiting the check valve,letting water in on occasion, but no water should pass the check valve at all.
 
If the air can't escape from the tubing, no water will enter. For the water to enter the tube is must displace any air in it. Even if it manages to do that it still should not go beyond the check valve.
 
AquariaCentral.com