an aftermarket CAI is beneficial to most vehicles, especially forced induction vehicles. looking at the design of the stock air intake system on the Sport, it seems as though the engineers were going for "quietness".
myself, I wouldn't put any CAI on a car that didn't have a specific model number (ie, not putting a SHO CAI on Explorer Sport) -- of course in California you can't do this and have it emissions legal... but more importantly have an engine issue that the warranty won't cover because of an aftermarket part not "specifically" designed for use on the Sport installed.
I'll wait til an Explorer Sport specific CAI is available then I'll install it
I put CAI on everything I own btw. The biggest difference I felt was on my 04 GTO...the stock airbox was equivalent to sucking air through a straw