installing satellite radio won't impact your warranty. you can probably buy the OEM kit and take it to any audio shop to have it installed for you, at a better rate than what the dealer would charge.
i haven't done it in a cx9, but i did add the XM kit to our 2010 mazda 3 a couple years ago. i think the kit was a couple hundred dollars for that car.
Does anyone have input regarding adding satellite radio to a 2008 GT with Bose audio? I popped into a dealer in Orlando while on vacation last week and he seemed to suggest that the factory receiver is NLA. Any thoughts?