I am an avid consumer of YouTube videos on RVing and have learnt a thing or two about towing. I have a 2012 CX-5 GT. It did not come with a tow hitch or wiring, but I had these installed at U-Haul not long after I bought it used in 2014. I did this with the intention of mounting a bicycle rack to the rear, but included the wiring harnessin case I ever wanted to tow a light utility trailer.
If you need to tow on a regular basis, your tow vehicle needs different maintenance. The cooling system, brakes, transmission and bearings are all going to work harder and hotter and will need servicing more frequently than normal. You should also be careful about how fast you're going, not only because your vehicle might overheat more quickly, but many trailer tires have fairly low speed ratings, and a trailer tire failure can be pretty horrific.
If you're planning to take long trips towing a travel trailer, the Mazda CX-9 is not the appropriate vehicle. There are many vehicles on sale in the USA that have been designed to tow, and have specialty tow packages installed. For example, the Ford F Series trucks (and the Ford Expedition SUV) have tow packages that include an augmented cooling system for the transmission, more robust brakes, different transmission, and integrated trailer brake controllers, among other necessary equipment. FCA, GM, Toyota and Nissan have similarly equipped trucks and large SUVs.
If you're going to be towing a lightweight utility trailer around town to pick up the odd load of mulch for your garden, or take some trash to the dump, or even take a trip with you, your spouse and five kids, towing a utility trailer with luggage, then the Mazda CX-9 will probably be fine, but again, you'll need to match your speed to the rating of the trailer's tires. If you're doing the road trip using a utility trailer for your luggage, you'll need to make sure you're within the total Gross Combined Weight Rating. If you exceed the weight that your vehicle is rated for and get involved in a collision, your insurer may well deny coverage.