there is very little that can go wrong with the kit - its OEM Mazda parts that come with it. if you have a non turbo 2.3, you are basically switching to the setup used on a 2.0. if you are running a turbo 2.3 then you are switching to the setup used on newer 2.3 Tributes.
Mazda6 and Mazda3 owners have been doing
this conversion now since 2003/2004 with no ill effects. It makes changing your oil alot easier in my opinion. Drain the oil, spin off and spin on, refill.
As to why they went with cartridges, no one ever gave me a valid reason so I'll tell you my thoughts - cartridge filters are cheaper to manufacture than spin on filters. Until real recently, few third party companies tackled making any substitutes which allowed dealers to get alot of thier oil change business back from Manny Moe and Jack, etc. You can't tell me its ok for a 2.3 Tribute with an oil cooler to run a spin on but its not ok for a lighter Mazda3 to do so. Mazda still charges about the same for a cartridge refill as they do for a spin on, so to me it comes down to money and not science.