ABSOLUTELY NOT.
Your stock air intake is totally fine, and 200hp in a Short Wheelbase Wrangler is plenty enough to get you through every terrain.
On top of that, modifications to air intake (cold air intake or others) will only give marginal improvements. (few percent)...negligible.
Remember that doing hill climbs in soft summer sand are very difficult.
More improvements can be made with good off-road tyres, lower deflation, and practice practice practice to find the ideal gear and technique.
Are you sure the original horses are still alive and kicking ?
- injectors, spark plugs, dirty MAF sensor, compression issues
these are all potential horsepower killers if not in the best condition.