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It is much more fuel efficient and it has to be fully synthetic. When you think about it, 5w-30 was oil from the 70's so 0w20 that is fully synthetic is not that different considering the difference in tolerances and materials.
I use 5w20 in my Envoy and have never had an issue at all.
Try the interesting calculator on the page to show you the benefits ... it calculates that it is adding about 10 miles per tank of gas. This works out to about 8 cents a gallon of gas. The high performance oil will more than pay for itself.
The RX isn't special. There are a ton of cars out there requiring 0w20 synthetics. Subarus (Imprezas, non-turbo Foresters), Prius, Civic Hybrid, Insight, CR-V, Crosstour, and the list can go on and on with other manufacturers.
It's more fuel efficient, doesn't gunk up like conventional can over time; especially when oil changes occur on these things every 10K miles, and if you are feeling the need to get the warm and fuzzy "Green Feel" it's friendlier for the environment vs. dino-oil.