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yes it does. get the harley shock pump. it's the best pump for your shocks and it's got the zero loss system so you don't lose your pressure in the shocks as you're disconnecting it. you can change your air pressure if you're riding one up and then have a passenger, or are heavily loaded. the air shocks work fine and having the ability to adjust the pressure is a great feature of them.
Over time and with seasonal temperature changes you will find the pressure in them changes, so a pump is a good idea. In addition and in answer to your question, yes changing pressure does make a difference! It is especially useful if you carry a passenger and when you set off fully loaded on that grand tour, to compensate for additional weight.
However while the geniune pump is great, I have used a small bicycle pump for over twenty years with a simple tyre gauge, so it is not essential to buy the factory pump.
Big time-- get a pump and pump to 45psi solo and hit the road (literally) then reduce to 20 and bottom out...
Seriously though it's a good investment and when you find the sweet spot solo and then loaded it makes a REALLY big difference to riding comfort. You will know it when you find it... it sticks out like dogs *****.
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