It's important to distinguish between the Infinity Stones, and the containers for the Infinity Stones. The Stones are too powerful for most mortal beings to hold, let alone use. In the MCU, this has led to people building "artifacts" around the Stones, which appears to let someone channel the Stone's power in a specific way. For example:
- Loki's staff contained the Mind Stone.
- The Tesseract Cube contains the Space Stone
- The Orb containes the Power Stone.
- The Eye of Agamatto contains the Time Stone.
Presumably, then, the Aether was merely the container for the Reality Stone. As the Stones are all-powerful, there's no reason to believe their containers can't take on whatever form they want, including the form of a gas/mist-like material. It's one of the properties of that container that it needs a host in order to access the power of the Stone inside it. Presumably, before the Reality Stone can be slotted into the Infinity Gauntlet, someone will need to get it back out of the Aether.