While the CX-9 is either FWD or AWD depending on the model, the tires that come on it (either 18" or 20") are all-season tires. That means that they are a compromise that works "reasonably well" all year round. High performance summer tires work much better in the summer and snow tires work much better in the winter.
For those areas that get significant snowfall, snow tires are pretty much a requirement. They work WAY better in snow and on ice. For those areas that get some snow, but it gets plowed pretty quickly, snow tires still provide a benefit. At temperatures below about 45 degrees, the softer rubber compounds used in snow tires provide a better grip on even dry roads. (This is why snow tires should not be used during the summer. The rubber will become so soft that they will wear out VERY quickly.) They also grip much better on ice.
Larger diameter wheels provide the same contact patch (sq inches per tire = weight of vehicle / tire pressure in psi / 4 tires) with less deformation of the tire. While this is a slight performance advantage at extreme levels, it isn't significant in the winter. Smaller diameter, slightly narrower tires tend to work better in snow of measurable depth. They also tend to cost less.