The biggest advantage of the 15's is cost saving on buying tires (up to 35's). I have steelies with 35's and saved $100 per tire with the 15's vs 17's.
The lower load range also meant that they were a little softer and conformed better to the terrain when aired down.
They were slightly more spongy on road, but were talking Jeeps here not sports cars so it was negligible. Plus your talking 33's so they will have less sidewall anyway.
If you ever plan to go bigger then 35" tires the 15's will start to cause a problem, there are very few options for 37"+ tires for 15" rims, and the cost saving goes away completely. I never actually priced 33's, but im assuming they are similar to the 35's.
The less weight you have in your tire/rim package the better the Jeep will perform, this is true for any vehicle and why you see exotic carbon fiber / super light alloy rims on supercars. Acceleration, braking, and maneuverability are all affected by the weight or rims/tires, but again, were talking Jeeps, so really only braking is gonna be noticeable and probably no different for 15's vs 17's.