I have a 2008 and it was already installed at the factory. I looked at a few 2008 CX-9's and it was only on the 2008's with the later build dates. Mine was built in April 2008.
auto-dimming/compass mirror was installed at the port of entry for 2008 models and before. When it becomes standard in 2009 GT, it is installed at the factory to be efficient, less problematic and lower-cost.
"installed at the port" means some worker install the accessory once it reaches our shore (CX9 is made in Japan) according to the spec-sheets.
One additional data point: the 2009 GT has the homelink mirror from the factory, but it does NOT include a compass (at least mine doesn't) despite what the website says.