I think if you're reasonably fit you should take the comp, but I do agree also about putting on the bigger cassette. I live in Utah and had the same concern as you do when I went from an aluminum with a triple to a carbon frame with a comp. I got kind of mixed opinions while I was bike shopping about which I should go with to the point of becoming overly paranoid about it. Turns out I have done just fine now sans triple on all sorts of mountainous terrain around here.

Have fun! Moab is great.