Correct me if I'm wrong: The XJ8 came with comfort shocks and the XJR came with sport shocks?

 

I think that's right. The sports shocks are I believe NLA from Bilstein.
I replaced both my rear 'Sports' shocks on my XJR with new Bilstein 'Comfort' which were the only ones available.
As far as I can tell there is not noticeable difference in the way the car drives at all.

 

I once swapped my Sport units with some Comfort ones I found on the internet as New Old Stock. I detected very little difference. I thought the air spring system did not really offer anything over normal coils, and was a real "Sword of Damocles" hanging over you with the numerous possible points of failure. For the next XJ, Jaguar only installed air springs on the rear wheels. I think this tells you a lot about how necessary full air suspension was. The car was originally going to be coil sprung with an air option, but the madness of the early 2000s prevailed.