Your fuel economy does tend to go down in the winter. For example, using the heater and the rear window defroster together lower can lower your mileage by 10% or so (so your range goes down from 400 to 360). Additionally, the colder the temperature is, the colder and more viscous the engine oil is, and the more resistance it provides, making the engine have to work harder to maintain RPMs. Since cold air is denser than warm air, the effects of aerodynamic drag take their toll as the engine also has to work a little bit harder to push the car through the air around it.
You also may want to check your tire pressure. Colder (denser) air in the tires reduces the pressure, creating more rolling resistance and lowering your fuel economy even further. I don't know what the recommended psi is for tires on a CX-9, but I run my car a couple psi higher than normal in the winter, since friction from the road doesn't heat up the tires as much and increase the pressure as it would do in the summer.
Does all this stuff amount to a 20% loss in fuel mileage, as your range computer is claiming? It's hard to tell. The range computer isn't 100% accurate, and I believe it actually is programmed to predict 0 miles a gallon or two before you actually run out of fuel. As Oliver mentioned, resetting the ECU might reset your range meter as well. It's worth a shot - it might also clear out any faults in the ECU that may be interfering as well.
