I have not researched Mazda lug nuts, but from previous work on Acura and Hondas, it seems there are three types of lug nut seats
Acorn/Connical - a 60 degree conical seat
Bulge/Spherical/Ball - a hemishperical seat almost half a sphere
Flat/Flat with washer - a flat seat with a washer
Typically, as I learned, most "tuner" wheels come with the acorn/conical, and typically are sent with new lug nuts. These are typically the 5x114.3 mm bolt circle wheels. On heavier cars, that use the 5x120mm bolt circle, I have typically seen spherical or flat seat lug seats. But I have only seen a small sample of such wheels, including run flats.
Based on the Mazda CX5 Manual, it looks as if Mazda uses the traditional acorn/conical lug seat.
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My Subaru WRX uses the same acorn/conical seat, which I believe to be the same as the Mazda. Our Mazda is in the body shop right now, so I cannot tell you for sure.
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For my Subaru WRX winter wheels, Motegi MR118, they use conical lug seats, but the lug nuts that came with the wheels also a need a special thin wall splined socket. All came from Tire Rack
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I just thought I would post this for those interested in crazy details