The is a little bit of information here that isn't quite correct. Larger wheels hurt performance in every measurable metric versus a smaller wheel shod with the same rubber. Note that Car & Driver tested the FE and then later the S with the 20"wheels/all seasons and the latter bested the FE in all but two measured metrics. What you have with that comparison is a big advantage in rubber on the 22s versus a big advantage in unsprung weight with the 20s. With the same rubber on the wheels whether it be summer, all seasons, mud and snow, snow, the 22s will lose in every objective measurement in a convincing fashion because tires are huge, but then again so is unsprung weight.
So exactly what do you lose with larger wheels? You'll have slower acceleration, longer braking distances, slower transient response, reduced wheel control, lower lateral grip, reduced economy, reduced compliance, more wheel damage from road hazards, less options for tires, less options for wheels. What do you get with larger wheels? Objectively, nothing. Subjectively, some like the look.
Something to think about... You could order the car without upgrading the wheels and buy flowforms and summer rubber for less than the cost of the 22s if you factor in selling the HREs later. They're one of the few wheels you can get a decent chunk back out of at resale. Then your car can look cool without mounting performance robbing 22s.