Anyone who remembers 70s and 80s smog in la may not agree with the carb stuff but I can breath a whole lot easier.
I think the CX-5 does have one. It is the only charcoal filter I can find in the intake system, but not sure if its it. If it is it, its in a different location and doesn't really restrict airflow at all, but at the same time, I don't see it being effective at filtering out fumes. Maybe this is a way of Mazda saying F#$% you california emissions.
How did you get a Mazda6 with California PZEV emission in Arizona? Did you get it in San Diego?
With CA PZEV emmission on CX-5, it's supposed to be having the same performance and fuel efficiency as non-CA emission CX-5 according to specs. But I agree that with additional (and unnecessary) filtering for intake, it'd have more restriction for engine breathing.