I'm not minding the CD sound on my 2016 Touring's standard audio system. Radio is not that great, but that's radio. There is an HD Radio setting for those channels that broadcast in HD, and that's better with some tone tweaks. For CD, I've found that if I put the tone settings at neutral, crank up the volume first and then add a bit of bass and treble (like +1 on both scales) and keep it that way it's decent. The system could use a subwoofer, but only if it could be frequency controlled for sub bass--not just a boom box--because you get bass from the stock speakers. With CDs, the CX-5 sound is significantly better than my 2012 CR-V sound was, so for me that's good.
I used to have a 1998 Mazda 626 that I loaded up with an expensive stereo system, replacing everything--head unit, amps, speakers, plus a subwoofer with its own volume and frequency control. I got really spoiled by that rig.