I recently found an AI for OpenTTD that sets up feeder bus stops in cities and sends them to an airport. What I'd like to be able do is not compete against this AI, but rather have this AI manage cities for me for which I have an airport built. Is such a thing possible, or do AIs exist strictly as competition?
At present, AIs are exclusively for competition. This is probably in part because OpenTTD, more so than its progenitors, is a multiplayer game, and giving players access to that kind of automated tools would damage game balance.
There might exist patches that'll let you offload certain aspects onto AIs, but that carries with it its own set of problems (compatibility with trunk saves, for one, and also the fact that quite a few patches appear in one version, remain supported for a few version, and then wither).
Additionally, half the fun of a game like OpenTTD is all the micromanagement. ;)
One patch designed to alleviate some micromanagement issues, albeit in a different maner from what you describe, is cargodist, which is well-supported and popular, but the above notes on versions and support still applies.