I added a new Python script point_cloud.py that shows how to convert the depth image returned from AirSim into a point cloud.

The following depth image was captured using Modular Neighborhood environment:

And with the appropriate projection matrix the opencv reprojectImageTo3D function can turn this into a point cloud. The following is the result, which is also available here: https://skfb.ly/68r7y.

SketchFab can upload the resulting file cloud.asc and render it for you.

PS: you may notice the scene is reflected on the Y axis, so I may have a sign wrong in the projection matrix. An exercise for the reader :-)