Dimensions aside, the MDX is considerably tighter inside, both because of how its shaped and how the interior/floor/etc. are laid out. The rear seats especially, are more cramped, even vs. the 1st gen MDX.
I've been selling Mazda's for a while, and am like Antonio DiMarco in regards to the drive. I actually compared a loaded Mazda 6 vs. a CX-9 because the 6 seemed like a better, smaller fit for my uses. I'm single, but like having space--my CX-9 replaced a new Chevy Avalanche, of all things. When it came down to it, I just so preferred the package, drive, handling, ride, interior and still performance of the CX-9, it was a no brainer. There is no "large'ish" crossover on the market that offers this configuration of style, quality, features, and drive performance for anywhere near the price. Not the Highlander, not the Pilot, etc., and if anything the closest match would be the pricier and now smaller MDX, for a performance utility.
Love my 2011 CX-9 GT, from the feel on the road, to cornering, to hard acceleration, and just the comfort of the high end interior...and even the fuel economy, especially now with the improved 2011 mpg ratings which I have absolutely noticed since day one in my ownership, vs. earlier CX-9's I've driven over the years.