Dustin:
A dust collector you are looking at are called dust pumps because they push dust back into the area through the bags. For a CNC CFM is not that important because you are removing material from a very small area (what the Sweepy or similar dust shoe encloses). So a shop vac and cyclone separator are the better choice.
For the price of the dust collectors you reference a Festool shop vac is within reach but their are other options that run quiet and use two motors so overheating is not that much of an issue.
I use a 5 hp VacMaster model VWM510 that sells for about $150.00 I also use an Oneida Dust Deputy.
My two cents.
Bill
Bill