Likely 'not', given the limited changes GM made to this platform. The Denali trim came out in 2005, IIRC (and 2005 is an important breakpoint in general, for the platform -- although there were no body / exterior styling changes, there were changes to the driveline, minor interior appearance changes, etc.)
But -- to be sure... do what I did. Search Google for the interiors on both models.
Well, if you're asking about this from a cost standpoint, AFAIK, seat cover manufacturers don't charge extra for including the airbag deployment capability, so if that's the concern, I wouldn't worry.
Now if you're asking if having the airbags themselves are worth it... personally, I wouldn't intentionally defeat that type of a built-in safety feature. So if I had the side airbags in mine, I'd elect to keep that capability, TBH.
If you're not sure if you do / don't have them, the covers aren't going to look very different either way, so I'd elect to order them 'with', personally.
Finally, if you've got your heart set on Covercraft, I've ordered them via AutoAnything, who just sent a "20% off" email to my inbox this morning. So you may find them cheaper if you *don't* order directly from the mfgr. I do have direct experience with them, via a set I ordered for an 8th-gen Civic years ago, via Costco. I ordered the waterproof neoprene, and they were very snug, but not terrible to install. Quality was very good, IMO.