Thanks for the thoughts on wheel sizes.
As for your DHP questions, I've owned cars with both air suspensions and coil spring suspensions. In fact, two of our current cars -- a Tesla Model S Plaid with air suspension and an Air Dream Performance with coil spring suspension (both cars on 21" wheels) -- are a textbook example of the fact that suspension engineering and calibration has a lot more to do with handling and comfort than with whether one suspension type is better than another. Our Lucid on coil springs both handles better and has a more compliant ride than our Tesla on air suspension. Why? Because Lucid really, really knows their game when it comes to suspensions and puts the time and effort into getting it right.
(A little history: Air suspensions were originally developed for aircraft in the 1930's because of their ability to handle greater weight than coil springs. That is also the reason that many freight haulers use air suspensions. However, well-controlled studies by a trucking industry association tested air suspensions against coil spring suspensions and found that the coil spring suspensions reacted more quickly and precisely to surface changes in the road and that fragile freight sustained lower incidences of damage on coil-sprung trailers.)
The Gravity has air suspension primarily because of the desire to have ride-height adjustment in an SUV, something coil springs cannot do. So they opted to go with air suspension, despite its greater mechanical complexity and consequently greater likelihood of maintenance issues. (I owned a 2004 Lexus RX330 that had the short-lived air suspension option. It was the only major component failure I had with either two of the Lexus' I owned, and Lexus discontinued it in the next model year.)
So with the Gravity, you're going to get an air suspension with our without the DHP. The DHP, however, will have a 3-chamber air suspension instead of the single-chamber system on the base package. Its primary advantage will be the ability to choose softness settings across the range of ride heights. With single-chamber air springs, their stiffness increases with increasing ride height and softens with lower ride height. A 3-chamber system allows you to offset that effect if you want to retain a soft ride at greater ride heights or maintain stiffness at lower ride heights.
And
@borski is absolutely right. I would think a tighter turning radius in NYC would be well worth it . . . also for getting into and out of tight parking spaces anywhere. And the ability to retain suspension softness in NYC when you want to raise the ride height, such as in heavy snowfall ahead of the plows, is a consideration, too.
Bottom line: whether air or coil, 1-chamber or 3-chamber, you're going to get the best-engineered system and most carefully-considered calibration settings possible from Lucid with any choice they offer. As Jason Cammisa has explained, Lucid is the only rival Porsche has in suspension engineering, including the right way to do rear-wheel steering.