Why would the plumbing and electrical need to be changed for a bladder tank? Screw a bladder tank to the existing plumbing and follow the manufacturer's instructions with the tank to be sure you pressurize the tank properly (and don't blow the bladder).
I never thought of a possible benefit of the water having exposure to air in the pressure tank. I don't see how it could continually benefit from it though. If it did use O2 from the air in the tank it's not like that air is refreshed at any useful interval.
We have pretty much the same setup at the home where I work. High sulfur water included. They have a bladder tank and submersible pump. A reverse osmosis filtration system for drinking water makes the water actually tolerable to drink.