The compressor runs or should run every single time you start the car and begin to drive -- it is pressurizing the reservior air tank located inside the left storage panel of the trunk. It starts once you exceed ~30 mph. Once the tank is up to pressure it will stop.
The air suspension system will automatically lower the ride level based on speed. Level 4 to 3 at 20 mph, level 3 to 2 at ~50 mph, level 2 to level 1 at 80 mph for more than ~90 seconds.
It is normal for the compressor to come on many times during driving especially if you are in stop and go traffic or lots of lights -- the air suspension system re-levels every time the allroad comes to a sustained stop, and will also reset to the level the ride was set to at startup -- except level 4 which must always be manually entered.
The compressor will also run frequently if you drive very spiritedly with lots of hard cornering or body roll maneuvers -- the ride adjustment system adds and releases air from the suspension to maintain proper stability. This depletes the reservior and necessitates compressor running.
If the compressor runs all the time and the ride remains low, it is likely the new air shock was improperly installed, or another shock is leaking. Then again, sometimes if you turn off the car before it is finished self leveling -- an air valve can remain open an bleed all the air from a shock. I drive an allroad.