I think there is very little difference between the CX70 and the GRX FD other than the extra 2.5mm on the GRX. The big difference between them and a more normal road derailleur is the curvature of the cage. I haven't had any issues with chain line on the mountain crank. I think I might have all the spacers on the drive side, which is worse case for chain line. I occasionally ride it big-big because I'm not paying attention and it works fine. Modern chains do okay in extreme angles. I had some problems getting things to work that I'm pretty sure are idiosyncratic to my bike.
4mm doesn't seem like a lot, people are riding worse. If the crank/chain rings fit and shift, I would ride it.
The reason I'm switching is that I have a relatively low-end SRAM mtb crank and it weighs quite a bit. No other reason.