My new to me 19 max limited came with the maximum upgrade package which sadly includes the 22" wheels. I'll be taking it on a sort of rough forest road tomorrow and we'll find out what happens. I'm leaving the skirt on the front air dam as well so I'll be going slow.
As far as colorado roads goes, there is a mix of everything from mild to crazy rock-crawling. Plenty of dirt like I've been on northeast of Phoenix. But if you are seriously planning to take the expy on the more interesting roads, you'll want the 18's just so you can let air out with MT's and get over the more rugged stuff. There are plenty of mild roads with a short section or two of rugged or rutted bits that could end up being an obstacle than turns you around. If you can turn around ...
I traded a Jeep Wrangler JK 4 door rubicon on the expedition. There are quite a lot of challenging roads that I'm sure the expedition can do. For example mosquito pass east of Leadville. I was up there with the wrangler and met something bigger coming the other way on a narrow stretch, and it was tight. You never know when you are going to meet someone coming the other way and not many trails are one-way. The expedition is big. So I'm not likely to try the expy over mosquito pass. I don't expect to be able to go many places I've had the wrangler.
However, your driving skill can make quite a difference. I met a full size long bed toyota on this trail:
https://trails.colorado.gov/routes/11 . I bet if I take the front skirt off the expy I can take it as is over that trail with only a little scraping (bypassing heart attack hill, which is really rocky). But I probably won't unless I can get some actual steel underneath. Between the entry obstacle and one short rock drop in the middle, scraping underneath would be bad. And the rock drop might be scratching the plastics at each end.
I'm also planning a trip over the white rim trail in canyonlands at moab, because it's mostly easy road with minor entry/exit obstacles, and a ranger told me they took a group over the trail in an expedition. It was probably a stock govt vehicle.
I was going to do a lift on my truck with wheels and tires, but I may end up doing this on the expy just because we like the expy and it is a foot shorter than the truck. Hard to say. The approach and departure and breakover angles are really not going to change even with a lift.
So for sure, if you want to go on the more interesting roads with the expy, I'm sure you'll want the smaller wheels with MT's. I do. It will make a real difference in the roads that are available to you. And letting the air out makes a HUGE difference in the ride over a rocky road. Can't do that with the low profile street tires.
But if all you want to do is get to forest campgrounds, you can probably get to nearly 100% of those in colorado with the expy as is. Just slower. Plenty of small street cars get to those places.
Wait until you get here and you'll figure it out pretty quick.