The wash/detailing job they did seems like the "normal" standard of what dealers would do their washing at. When I picked mine up, I didn't look as closely as you did, but after bringing it home, I found dead bees in some of the the body gaps on the rear of the car. This tells me the car was transported on a truck, on the top level, facing backwards in the most forward position, and just had it's fair share of bug carnage. However, I did not notice any chips or any other defects in the paint. I would not worry about the wax residue or the dust on the interior. Dealers would go broke if they had to detail their cars to that level.
As for the front bumper, the hazing and the scratch mark on the headlight could have possibly been done by the repair shop. They probably took off the front bumper to have it repainted and maybe did a bad compounding job to blend in their fix. The scratches could have been from them not being careful when re-installing the front bumper. When dealers makes fixes like these, I'm sure they're going to find the cheapest place possible, because every penny spent eats into the profit they made on the car. So quality can take a hit.
It is really unfortunate that they delivered the car with that many more miles. 40 extra miles means that the body shop was 20 miles away. Very strange, since you'd think they'd partner up with a more local body shop. I'm actually surprised you noticed that they didn't refill the gas for you. On a full tank and driving 40 miles, I would think that the gauge wouldn't have indicated a drop.
My front license plate is also only held on by two screws. No bracket or anything. This is something that Mazda themselves decided. My protege5 came with a front license plate bracket, but even then, that was still just screwed into the bumper with 2 screws. On the CX5, I put some thin weather stripping on the back of the front plate so it doesn't make contact with the bumper. It also made it more snug, but still seems flimsier than the front plate bracket that came on my P5.
As for the dealer not going over the car with you upon pick up, that is completely their fault. Mazda HQ provides that "new car inspection" and it is up to the dealers to perform those checks. I don't think there is anything you can do besides waiting for the survey and rating the dealer accordingly. I think dealers rely heavily on those survey's, which is why every time I've purchased a new car, the sales person essentially begged me to give them good ratings. I would say that you gotta keep bugging the dealer for those accessories they promised you, but if they keep refusing, it may be a lost cause. Just give them horrible ratings on the survey, put everything else behind you, never go back to that dealer again and spread the word to everyone you know. Because in the end....you're a owner of an awesome CX5!