What I want to know is what situations would a FWD CX-5 (or any CUV) fail with snow tires that an AWD with either all season or snow tires would succeed.
The only relevant video I've found is this:
https://www.youtube.com/watch?v=mfuE00qdhLA
Which basically showed to me that yes, most FWD cars will be just fine with winter tires except in the most extreme conditions.
I've always had FWD with good snow tires on in winter (snow tires are law here). The CX-5 is my first AWD. What i find most useful with AWD vs FWD is that I can start faster from a stop (at a light for example), and be the first in front of the pack of cars. I like being the first out front because it reduces the chances of being involved in a pile-up. AWD has also helped me climb my driveway in very slick conditions. The driveway is 90 degrees from the the road so it's hard to get a good moving start. On one occasion, my wife could not get up with her FWD Elantra with exactly the same tires while I could. Finally I find that AWD helps a bit with driving dynamics, reducing understeer for example, but you do need to develop proper and sometimes counter-intuitive driving reflexes for it to work.
All in all, the benefits of AWD vs FWD are subtle (the driveway situation only happened once in 3 years), and mostly add to the enjoyment of driving (I hate feeling my front wheels spin from a stop, even if in the end I always manage to get going anyway with FWD). Unless you live somewhere with harsh winter conditions, I think you would have done just fine with FWD, winter tires and lower MPGs.