I just wanted to follow up with my experience.
After 33K miles on 33's, I recently did a bunch of upgrades (including moving to KO2 35's) prior to a 3600 mile road trip to Moab. When I asked for advice here the bottom line good advice I got was "Drive it before you consider re-gearing and see what YOU think". So I did, and I am reporting back. First off, my JKUR has stock 4.10s, and is HEAVY (winch, bumper, full underbody armor, steel steps/rock rails, and it was full to the roof on the trip--CO2 tank, tons of tools/recovery gear, heavy cooler, steel link snow chains, 6 gallons of water, 12 gallons of gas in two cans, hi lift, etc.). There are a few attempts to save weight (aluminum bumper, synthetic winch line, 2 of the skids are aluminum) but it still is heavy, especially loaded for the road trip.
My milage went up between 2.5 to 3 mpg at the same speeds vs when I was on 33's--just like gearing cars for economy versus power. Speed limits in ID and UT are 80, and I was cruising at 85 without significant problems (in fact I think the 35's help as it makes the effective gearing more appropriate). Also did some almost 10K mountain passes without issues.
Rock crawling the power seemed just fine--this includes the very steep fins on Fins and Things and Hells Revenge, as well as some gnarly sandy climbs in Lavender canyon.
Power off the line is a little less but not bothersome (and I have some very powerful cars and was a high performance driving instructor for 15 years, so I don't abide vehicles that can't get out of their own way). City milage before the trip is also improved.
Bottom line is, at this point, I have no plans to re-gear. I may never know what I'm missing, but hopefully this may reassure some who think it has to be done.
Now, 35's introduce other issues (braking is one) that aren't impacted by re-gearing that are separate considerations. (I redid both my front and rear brakes--Mopar BBK front, Dynatrac rear--freaking amazing.)
As always, YMMV.