The shocks with zero air in them are set for a 150 lb rider and no luggage or passenger. Adding air as you add weight to the bike helps keep the ride geometry consistent and puts the suspension in the sweet spot.
Setting the rebound properly helps to keep your rear tire in contact with the road surface when you are going over bumps.
I weigh 190 and I like to have the rear shocks set at 30 with rebound set to 2 or 3 depending on road surface. For me having the preload set to 30 allows a little more cornering clearance and turn in a a little quicker.
2010 Vulcan Voyager 1700 ABS, 2007 Vulcan Mean Streak 1600
2012 Concours 1400, 2011 Versys 650, 2012 KLX250S
see my garage for list of accessories