The Mazda Facebook page is quite responsive. Apparently Mazda is logging how many 2017 CX-5s have this issue based on my Messenger conversion with the Mazda rep. So definitely contact them.
Oddly, we've had a few -20C mornings here and the vibration issue hasn't occurred. But we're not having sustained cold temperature, generally getting pretty mild during the day.
Let's call it for what it is; lack of testing. I suspect that when Mazda changed the engine mounts in their push to make the 2017's even quieter, someone nixed having to redo the cold weather testing That has to cost $250,000 at least; flying 3 or 4 engineers up north, paying they're salary, room and board, transporting the car up there.
The manufacturer of the engine mounts likely claimed they're good to -50C, it's just a drop-in replacement, so why bother with cold weather testing?
I agree that it's a serious flaw. Sure, the vehicle is "safe to drive" but what is all this vibration doing to the integrity of the interior of the vehicle? I don't want to be driving around listening to rattles because of this.
Mazda has an indoor facility for cold weather testing up to -40F. I am surprised this problem did not show up during their tests