Millimeter-wave (mmWave) offers high data rate and bandwidth for air-to-everything (A2X) communications including air-to-air, air-to-ground, and air-to-tower. MmWave communication in the A2X network is sensitive to buildings blockage effects. In this paper, we propose an analytical framework to define and characterise the connectivity for an aerial access point (AAP) by jointly using stochastic geometry and random shape theory. The buildings are modelled as a Boolean line-segment process with fixed height. The blocking area for an arbitrary building is derived and minimized by optimizing the altitude of AAP. A lower bound on the connectivity probability is derived as a function of the altitude of AAP and different parameters of users and buildings including their densities, sizes, and heights. Our study yields guidelines on practical mmWave A2X networks deployment.