I may be able to give a little info, I have a 21 ICE. When the 2021s Job 1 shipped (first half of 21) they came with the module. It was supposed to replace the stickers. Due to the chip shortages Job 2 (2nd half of 21) started shipping with the stickers and there was an update that allow all...
I believe that's just the app. Ford will be releasing a version that's integrated. The app version is kind of useless. You have to have the app open to use it. With the integrated version you'll just say "Alexa" like the home version.
I'm almost certain that no 2021 and up F-150s have a transmission cooler except for maybe the diesel and Raptor. Doesn't matter what tow package you have.
Why so hot? F-150 transmission oil temperature explained (pickuptrucktalk.com)
After looking at your selections again, I see the difference in payload. PowerBoost (Lariat) vs EcoBoost (XLT). The PowerBoost is much heavier with the batteries and onboard power, which takes away from payload.
I wouldn't think FX4 would add a whole lot, maybe a 100 lbs. I'm not sure what skid plates weigh, and the weight of the heavier shocks.
You have to remember that the more options you add the lower the payload will be, that's why the XLT has such a higher payload.
What's the weight of your...
Just look at photos and make a choice. I don't think they are too big if they are functional. Not really needed if not towing. I added the option because I'll be towing. They look fine to me.