Complexity of DFA intersection in this specific case?
The precise bound is $2^n$. The lower bound was given in the comments: the state complexity of $A^*a_1A^* \cap \dotsm \cap A^*a_nA^*$ is $2^n$.
For the upper bound, it suffices to observe that if $B$ and $C$ are subsets of the alphabet $A$, then the language $B^*CA^* = (B - C)^*CA^*$ is recognised by a 2-state DFA. It follows that the complexity of the intersection of $n$ such languages is upper bounded by $2^n$.