Mkay, first of all there's a difference between Terrain type and Climate. Terrain type is things like Plains, Barren, etc. Climate is things like Tropical, Arctic, I think Blighted, etc. Each tile is flagged with both a Terrain type and a Climate. So you can have Tropical Plains, Arctic Barrens, etc.
Races only have an inherent Like for Terrain types. Last info I saw on the subject was as follows:
Orcs like Barren
Draconians like Barren, Lava
Dwarfs like Mountain
Goblins like Swamp
High Elves like Forest
Humans like Plains
None of the sphere specialisations can provide those terrain types. So Fire sphere won't make any of the races happier than the others.
Each race also has a set of Disliked and Hated Climates. e.g. Orcs Dislike Arctic and Blighted, and Hate Volcanic.
Some of the sphere specialisations can change the climate. Those specialisations usually also come with a spell to make individual cities Like the same climate. e.g. Fire can change a domain to Tropical and make individual cities Like Tropical.
So Dwarves don't like Arctic (though they don't Dislike it either) and taking Air with Dwarves won't make them happier than it'd make any other race, just like taking Fire with Orcs won't make them any happier than Fire Dwarves.
Taking Fire could potentially make any race happier than taking Water though, if you have the mana to maintain all those Likes_Tropical spells on your cities, but that's just an advantage of Fire over Water in general, not for a specific race.
And certain sphere's climate effects will be Disliked by certain races - everyone but Dwarves and (for some reason) Elves Dislike Arctic, so wouldn't enjoy the Arctic Empire air spell. But it's just one spell, you'd just not cast that one if your empire was primarily Orcs (except perhaps if you can afford to maintain lots of Domain of Winter spells to make your cities Like it).
Obviously there are some things you can do with certain sphere specialisations and certain races, like having an Arctic Elf&Dwarf empire to mess with the morale of most invaders, but it's not really as straightforward or obvious as there being race/sphere combos you need to take or avoid.