is there a way to get the addresses/wallets I already created with the cli on my air gapped machine into a hardware wallet?
No, for two reasons. First, the CLI generates the private key and stores it in a *.skey file. It does not give access to the underlying random seed. Second, even if it did, the elliptic curve algorithm used by Ledger/Trezor is different to the one used by CLI, Daedalus, Yoroi, ADALite. This leads to an unfortunate incompatibility of those two wallet classes even if you had the random seed (encoded in 24-word mnemonic) it would lead to two different address spaces.
Also when I created the addresses, neither phrase words nor a seed was output to copy down. Did I miss a step?
No, this is how the CLI works. The best thing is, to start of with a HW wallet and forget about those other SW options for generating keys. I honestly don’t understand why all these guides don’t show you how to use a HW wallet, if at the same time this forum is full of sad stories from folks loosing their funds because of it.
As long as you have your funds on Ledger (also the pledge) you are safe. Still, always check that the output address is the same as the one that Ledger displays before you press the buttons. Rest assured, that no malware can press those buttons, nor get access to your private key stored on a secure chip.