I’m assuming that you’re referring to the use of a 9-pin serial cable and Dsub connectors for wiring and NOT for passing data to the cRIO via its RS232 port (which is forbidden per Mike’s reply). Go ahead and use whatever intermediate connections that you wish between your sensors and the Analog Breakout adapter.
Rule R45F requires that you use 20AWG or larger wire to power the Analog Breakout (18AWG or larger if you’re bussing multiple Breakouts and Sidecars to a single PD output with 20A breaker).
We (the inspectors) have never extended the need for 18AWG wire or larger (the rule for providing power to all 20A circuits) beyond the “breakout” to which sensors are attached. We’ve always allowed these devices to use smaller wire (eg the standard PWM cables) unless they are powered directly via a 20A breaker. For example, if you use a custom circuit to power and connect sensors, you need to use 18AWG or larger power wire to the circuit but can then use smaller wire to attach devices to the custom circuit.
The Analog Breakout cannot supply more than a few amps from its onboard 5V power supply. You should be fine using 24AWG wire or larger with your sensors. I wouldn’t recommend going much smaller than that (too fragile IMHO) but there is nothing in the rules that prohibits using 28AWG or smaller wire for such downstream sensor connections.