DD wise the Cobalt is just as good in the snow as the rex as long as it has g85
So unless you're talking about getting a hatch there's nothing to gain there IMO
As for the STI track car...hooboy...where you're right about the trans, those cars are not glass, but a bit from being track ready/bulletproof.
There's a lot more AM for them and for 2012 they come with SCABs in the front control arms...but you're looking at pricey coilovers, at least a rear diff cooler or better cooling cover, a pair of downpipes, tuning, more tuning, then replacing ♠♠♠♠ when you get some bad gas and get a nice hot session, injectors, more tuning.
Oh and then there's the 15 different modes you gotta set things up for...

if you wanna feel like you're on the bridge of the starship enterprise, deal with a blinking LED shift light, and have a car that sounds like an angry boiling pot of water that's crankier than a menopausal exwife when the weather changes that needs you to pay attention to the temp of its 3 differentials...then

by all means be my guest.
Great platforms, great cars, but to track em, it's not cheap.
Not to mention the intercooler under the damn hood
OH
YOU KNOW WHERE IT'S A GOOD IDEA TO COOL NICE HOT COMPRESSED AIR
NEXT TO THE PLACE WHERE CONTROLLED EXPLOSIONS HAPPEN
/subaru