This video popped up in my YouTube feed, and I figured it would be worth sharing.
In the comments, the uploader responds to a comment from James Bottger, and states that he used to work with Mazda, and that the engineers explained to him that the 2.5L non-turbo is supposed to sound the way it does in the video. Of course, with no way to validate his credentials/experience, we have to take it at face value.
There are some 1st gen 2.5L CX-5 owners here who have racked up over 100k (and have provided UOAs to show that wear levels remain low). If those users could chime in and confirm that, upon cold start in cold temps, their engines sound just like the one in the original video posted by OP, and the video in this post, that would be really helpful. At the very least it would provide some reassurance that the engine should make it to at least XXX mileage even with the ticking described.