All of them are air-ride OEM and rated at 6,500# with the proper hitch (which you purchased). Air bags are IMO superior to coils for towing - I deleted my bags before getting a camper (as they were leaking), and have no added aux bags inside the coils. In hindsight I would have considered extended-length aftermarket bags meant for lifted GXs.
One thing I forgot to mention is that there should be a metal bracket on the rear cross member that connects down to the center of the OEM hitch (08925-35870). My GX had it from the factory, despite (to my knowledge) never having a OEM 6,500# hitch on it. It might just be some of the early GX models that didn't have it. Here is an old thread with some photos of how it goes together. I'd look up under your bumper and see if the bracket is there.
GX - 1st Gen (2003-2009) - Trailer hitch install with photos!!! - Here are the parts I used for my Hitch detail (Class IV 6500lb). Take in mind that my 2004 GX did not have the tow package and needed everything from the relays to the wire harness. Oh, and I wanted this hitch as if it was from...
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