A CAI gets it's air from outside the engine compartment.
I sent a note to KKM asking about this. Below is their response from their FAQ section:
Q: Why is the True-Rev Induction system not labeled as a cold air kit?
A: Our Testing has shown underhood air temperatures when driving down the road to be a few degrees warmer than outside air . With these results, we do not feel it is necessary to put restrictions on incoming air to the filter, by placing costly shields or ducting in our induction systems which would cause more restrictions.
Basically, the underhood area is not a hot still air chamber. When driving down the road there is quite a bit of airflow under the hood area.