I've heard of guys having problems with their MAF sensors fouling up and throwing codes, shortly after they installed an oiled filter like K&N. This is on another forum I frequent, not here. It isn't widespread, but it happens. I believe the fix is just to wipe the sensor down. I don't know much about the CX-9 motor yet, but I assume the potential is there for a similar reaction?
On my last truck (dodge ram hemi), I had a K&N cone filter on it, that I cleaned and oiled pretty regularly. After about a year or so of having it, my truck would randomly spit and sputter and go into limp mode. Turning it off/on would temporarily fix it. Then it started happening too frequently. Had the codes checked, it was something to do with the throttle body. Had the throttle body replaced, had no more issues. I suppose a theory could be that the oil was gunking up the TB? I didn't care, because I sold the truck 6 months later before the transmission went (peep)
I'm not going to take a side on performance gains or not, because I just don't know.
I will probably try to keep OEM air filters in this CX-9.