For the 2016 CX-5, check p6-4 through p6-19 of your Owner's Manual. Refer to link below.
Specifically, consider how the vehicle has been and is currently used, in terms of how "hard" the conditions and driving is that the drive train will need to cope with. (It'll drive you to follow the Schedule #1 or Schedule #2 approaches to maintenance. Though, with respect to the diff, transfer case and transmission, it doesn't alter the recommended maintenance intervals.)
Doesn't sound like your Mazda dealer is paying attention to the intervals for the drive train, nor how hard your use of it has been. But it's certainly worthwhile to pay attention to these, yourself, so you keep up with the reasonable maintenance on these parts. Expensive buggers, if they seize up or break.
In short: a 30Kmi interval is recommended if ANY of the "hard" conditions or driving exists. Many members, on the forum, suggest this for long life of the vehicle. If it hasn't been changed that you know of, now's the time.
Have a 2016.5 CX-5 AWD myself. Acquired with ~80Kmi on the clock. Went after all the fluids, once purchased. And have been keeping to a 30-40Kmi interval. (End of this coming year will be time, again. Will drop the transm pan and swap in a new filter as well.)
