Combine undrained crushed pineapple, coconut cream, sour cream, pineapple juice, agave nectar, and lime juice in a medium saucepan. Cook over medium heat for 8 to 10 minutes or until slightly thickened, stirring frequently. remove from heat; set coconut sauce aside.

Meanwhile, peel shrimp, leaving tails attached. Pat dry with paper towels and set aside.

Stir together Old Bay seasoning, olive oil, and lemon juice in a large bowl. Add shrimp with 1 piece bacon; secure with a wooden toothpick. Place wrapped shrimp in a rimmed baking pan and brush with maple syrup.

Meanwhile, preheat air fryer to 400°, according to manufacturer's directions. Working in batches, place wrapped shrimp in a single layer in basket. Air-fry for 6 to 8 minutes or until shrimp reach 145°, turning halfway through.

To serve, remove toothpicks from shrimp. Transfer to a platter; garnish with parsley, if desired. Serve with coconut sauce for dipping.