is there a real problem using AWD all the time ?

If you have the option to turn it off on the highway do so. The reason for this is that the wheel speed are differant because one set of wheels are pushing and one is pulling and you will take out a cv shaft, and go through way more tires. It is a good option for cars in the winter, but a waste of time in the summer.

The CX-9 does not have 4WD, it has a variable AWD system that is on all the time. You shouldn't have any problems with this system except worse gas milage than the FWD CX-9. It is a smart AWD system that adjusts to the needs of the car.

'wheel speed are differant because one set of wheels are pushing and one is pulling' that physically makes no sense...wheel speed will vary only if the gearing is different between the front and rear or if different size tires are on. Otherwise wheel speed, or angular rotation, is directly proportional to the speed of the vehicle. All four wheels move same distance and have same radius= all rotate an equal amount ('Physics, it's not just a good idea') The general reason you would keep a car in 2wd if it has a 4wd option is generally the front end components are weaker and not meant for daily driving, and will tend to over heat and wear out. In addition to bad gas mileage. But I think Lucasz (did i spell that right?) is correct and that this is an automated AWD.