The greater the air mass entering your engine, the less fuel your engine will consume.
That also means less engine heat going into the engine oil and coolant system since it is working less hard to make the same horsepower. In other words, improved fuel economy and less stress on the engine itself!
Yes, airflow (CFM) is important, but if the system flows more air, and that air is hot, you'll likely see a loss in horsepower and more stress on your engine.
Pressurized, cool, dense air is the winning combination. To learn more about air density, see this article.