Would you rather deal with 2 systems (variable thrust engine and an air bag deploy system) or just 1 system?
You would need an engine regardless, there is no atmosphere on the moon so you can use the Martian solution. You could use a parachute for the bulk of the descent and then have the air bag.
I wouldn't even dream of using an air bag for manned missions, no control of the impact at all.
With variable thrust you have controls systems to keep things stable and can vector out of the way like Neil did on Apollo 13.
An aircraft is not a spacecraft so "imagine controlling an aircraft without control surfaces" is a non sequitor. In fact, some aircraft can be partially controlled without flight surfaces (vectored thrust fighters that stand on their tails and use engine thrust to spin about, see Cobra maneuver.
No atmosphere, no control surfaces. All you are left with is thrusters and what little gravity there is.