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See the problem with CAIs on our trucks, is most take air from the engine bay, and not from the paneling, which is outside the engine bay, so first off it is sucking in warm air obviously, but even if it did keep the air cooler, there are more problems, the plenum has coolant flowing through it, so obviously it is plenty warm inside the intake, a warm engine will have no problems heating up cold air, there's a reason engineers did that, it is to help the engine warm up faster to reduce emissions. Ford uses a special valve to only introduce coolant into the intake when the engine is cold for the same purpose (not saying their system is better, just pointing out what engineers do). Then there is the issue of a PCM, unless it is tuned to match, the intake air sensor will read a different temperature and throw PCM calculations off, if even slightly, which could hurt performance. Colder air is denser, but the PCM doesn't know that, it reads barometric pressure and counts that against tables inside, it doesn't take air temperature into consideration in those tables. Put it this way, that IAT sensor is there to only help the engine determine winter conditions, and to reduce emissions.
Lecture completed, apologies if this was off-topic...