This sounds like a MIME type issue. Check MIME types and ensure that .cfm's are handled correctly. Sounds like the install did not fully work. Ensure that the CF installer properly modified the apache config files and created the proper script mappings.
One potential problem is that the current apache uses apache2.conf and CF9 still uses httpd.conf.
This vaguely reminds me that I had to do something to a dummy httpd.conf (like make a symlink or something) to tie it to apache2.conf, but I don't remember what. Maybe that's my problem.
Yes some threads on CF installs for Linux/Apache mention that before running the CF installation you need to symlink your apxs binary file to the location the CF installation will look in e.g. sudo ln -s /usr/bin/apxs2 /usr/lib/apache2/mpm-workers/apxs. Looks like that's the issue.