It's pretty simple. The lower your intake air temp, the more power your engine makes. Drawing air in from under the hood right above hot manifolds and the UP is going to be substantially hotter than the route the stock set-up uses, drawing air from under the hood, through the fender and panel filter.
Yes, of course the turbo is heating up that intake charge, but if it starts out cooler, your ahead of the game. A larger TMIC or FMIC can make up for that. One other solution is to extend the CAI with 3' ducting and put the cone filter down in the bumper and use your fog light opening as an intake duct, but you sacrifice your light to do it, and the filter will get filthy fast.