Using more gas and I suppose more long term wear since the pistons will cycle more over time. I put it in sport mode if I have to merge into busy highway traffic and want to get to speed fast, and then put it back to normal. It is fun.
One of the reasons that modern engines last well over 100,000 miles versus the ~60,000 miles of four decades ago is the lower number of revolutions the engine makes. Lower final drive gearing and early-shifting transmissions greatly reduce the average revolutions per year, so engine wear is lower. Yes, better lubes and metallurgy contribute too.
Running extensively in lower gears will accelerate engine wear, but by how much? No idea, but for city driving it does make the CX more fun, especially if you don’t use manual mode. I don’t see a major downside for most owners besides mpg, but since the Sport mode locks out 5th and 6th gears I’d refrain from using it much on highways where the speeds exceed 50/60 mph.
as far as I know they are not locked out in terms of being unusable, its just that much different rpms and road conditions affect the upshift in sport mode. You can drive in higher rpm range on lower gear.
which especially for the non turbo brings the car to a bit better torque range vs normal mode where it feels sluggish sometimes