There's a lot of voodoo concerning transmission fluid. Just changing out some fluid can only help. If a long service interval is concerning you, let me ask this: Is it currently shifting fine? If so, then I would drop the pan on the first change. This way, you can see what's in the pan, see how much metal in on the magnets, and clean the pan out really well. Any debris, like clutch material, ought to be in the pan, and if it's not exhibiting any shifting problems then it would seem like there are no clogged passageways in the valve body, etc. After the clean pan is back on it, then you can refill and continue with your service plan, or you could do the cooling line exchange, etc. Either way, you can be reasonably sure that you are not recirculating any junk in the tranny.
Remember, the cooling line exchange won't recirculate any old fluid. That gets ejected out of the cooling line. Your fills are just putting in fresh fluid. If you decide to drop the pan, check out some videos on YT, or write ups here. There's a tricky bolt and putting the new gasket on requires a little tacky sealant to hold it in place. It's not really that hard. Also, there's no need to change the trans filter. Anyhow, there's my 2 cents.