As far as I know the airbag connectors are standard, so there shouldn't be any issues there.
Personally, I think the Momo wheels are way over-rated. I don't think the leather is as nice as what you've already got. Every Momo WRX or STI wheel I've felt seemed no better than plastic because the leather is so stiff. The stock 2.5GT wheel has more supple leather, which to me is more comfortable and gives better grip.