A stock modern CR125 is much faster than any stock KDX200. The KDX can be made fast with some light mods, but bone stock they are very docile and easy to ride. In no way should you let the extra displacement scare you away.
Like everybody else is saying, the 95-up KDX has a very tall seat. I don't care what the websites say, the KDX is the tallest bike I've ever sat on, just like these guys are saying. They are easy to lower down to a manageable height though. The 89-94 KDX has a lower, wider "banana" seat. Is that the style of KDX you're thinking of?