A few comments to add to all the rest-
The Odyssey and Pilot are both based on the same Honda light truck chassis (technically a unibody car platform). They share nothing in common with BMWs, except perhaps in the hopes of the designers as a target. Coincidentally, BMW still has a number of RWD designs on the road today. It's one of their selling points.
The VCM system that shuts off 3 cylinders during cruising for slightly improved fuel economy was standard on Honda EX-L and Touring models starting in 2005. It became available in 2006 for 2WD Pilots, but was not available at all in 2005. You are right that side curtain airbags were also not available in the Piliot from 2003-2005, either.
Safety-wise, the 2005+ Odyssey and 2006+ Pilot are really pretty similar. Keep in mind the Pilot has never been tested by the IIHS for side impacts. Given Honda's great track record with crash testing on it's light truck platform, you'd expect top results but you never know. Really, anything listed on the first couple pages of the list ranked in risk order at
www.informedforlife.org is a great choice for safety if it has stability control and side curtain airbags for all rows of seating.
AWD is not so much a safety feature like Stability Control is. AWD doesn't help you stop at all- for that you would want snow tires if you live in an area that gets a lot of snow/ice. Of course if you live in a rural or hilly area and frequently drive in unplowed conditions, AWD and/or snow tires might be essential. We have a FWD Odyssey and an AWD Subaru. Other than getting going a little quicker from a stop when it is slippery, the AWD really isn't worth the hit in fuel economy for us. I've never had a problem being stuck in any of our 2WD vehicles and if I ever do, we always have cell phones and AAA.
Most modern AWD cars, vans and car-based SUVs have driving characteristics that are almost invisible to the driver. Many no longer even have mechanical differentials to reduce slip from one wheel to another on the same axle; they use the brakes in a traction control system instead. 4WD systems can be very different. They do have issues with steering and driveability but they are mainly found in truck-based models and intended for serious towing and off-roading.
For most people, a FWD vehicle with good quality all-season tires is fine for most driving, especially with the traction control systems found on most current models. AWD and snow tires might be advised for those who get a lot of snow in rural or hilly areas, but they really aren't necessary for many urban/suburban areas that are plowed regularly.