Kinda hard to take hydrolock out of the equation, that is the #1 reason to NOT get a CAI for a WRX. The other option on the WRX is a short ram, but the added heat negates any gains you would have made from the extra flow.
But to expand, there are other vehicles out there that have been engineered to work as efficiently as possible with the stock intake. For example, my previous vehicle, a 2001 Tundra pickup. It was commonly accepted in that community that there was NO intake that produced power gains, and by installing one you would be lucky not to lose power and fuel mileage. Most people that installed any kind of intake, removed it shortly after.
Then you have engineering issues. The K&N FIPK intake for the Toyota Tacoma is said to be avoided like the plague. Its design doesn't allow for any flex in the intake tube, and the I4's in those trucks move a good bit. The result is the bolts holding the shit to the fender ripping out. Some other general complaints about K&N vrs. a traditional paper filter is that they might move more air, but they don't filter as well, and the cleaning oil is able to get sucked down the intake, which can get on sensors and other stuff thats suppose to be clean.
Either way, it's always best to find a community dedicated to your specific car and see what is generally accepted to work, and be worth the money.