They did, but the amounts of stuff they were able to deliver was not enough.
Firstly: air superiority. Soviets didn't have that in the first part of the war. But they tried to supply nonetheless, at night for example.
Secondly: sufficient number of suitable transport planes as well as transport containers to supply the troops. They lacked specialized equipment throughout the war. Things such as tank fuel trucks, evacuation vehicles, artillery towing vehicles etc. etc. and airlift supply equipment was in that long list what they lacked. The Germans were able to gather large fleet of transport planes because they refitted their Ju-52 from bombers to transport planes, after they started to produce proper bombers.
Thirdly: it is ridiculously expensive to supply troops like that. One division requires around 900 tons of supplies per day of fighting. Less if idle. Calculate how many Ju-52 voyages one needs to drop these amounts of goods. For example to support Demyansk, the Germans used in total 42 000 tons of aviation fuel. That is a third of a monthly fuel production in the 3rd Reich. And that was for a group of around 100 000 men. Additionally those need fighter support. The SU was not capable to organize supplies of that scale at that time. Simply not enough resources, planes, etc. The Germans were not capable to organize proper support for their Stalingrad group either. Way too expensive.
Many pictures of the Demyansk pocket: