When you hooked up the WDH was the truck level or sagging? Sounds like it was sagging in the rear. If that's the case your WDH wasn't set up properly. It should have been transferring more weight to the front axle keeping the truck more level. At least that would be my opinion on a stock truck.
Does your lift kit involve new rear springs? If so they may not be as stout as the factory springs. Lift kits are often aimed at axle articulation rather than load carrying ability and therefore have a softer spring rate. If that's the case the air bags may be necessary to restore the original weight carrying ability of the rear suspension.
