Your dealer is an idiot.
The front air dams( the part numbers you listed anyway) are what is attached in the picture below right in front of the wheels. To my understanding, they are for high speed aerodynamics in reducing drag therefore improving fuel economy. They should be installed, but not critical to anything. They are NOT the brake coolers others are thinking you're talking about.
As for the rear parts, those are the lower control arm covers. Those SHOULD absolutely be installed. They will prevent mud, dirt, and other debris from building up on the control arm and other components. Those are just not for the track.