Rob,
I have a similar problem with my 04 SE-L, except its just the rear drivers side that's stuck in the air. No error messages, and I can still select different ride heights, but the rear drivers side doesn't move.
I did a bit of surfing last night and it seems the air suspension is prone to 'issues'. The level sensors often break and are a weak link (£350 each) and worse still is the air compressor at a whopping £1100. My car is booked in to the dealer next Friday, I'm praying its just the level sensor....
Needed all four sensors replaced. £1600 in total urrrgggghhhhhh