To help others out here. I bought a 2019 CX 9 GT couple of weeks ago. It was vibrating, almost like pulsating driving at certain speed. It was most noticeable around 60 miles an hour. I took it to the dealership I bought, they checked the tire pressure. That didn't help at all. Second time I took it back they balanced all 4 wheels, but that also didn't help. I got some information from a user here, and I took the car back to the dealership again and took one of them to a drive with me. I threatened them with a lawsuit if they didn't fix it. The person who drove with me also agreed that there was certainly a lot of shaking, more than normal. The dealership was adamant that it was tires, bald spots due to the heavy car sitting on a lot somewhere. They asked me to drive around for around a 1000 miles, I had already driven the car around 350 miles at that time. I didn't take that for an answer, I told them, I am not willing to drive around with my toddler son's head bobbing around in the back seat. So, they replaced all the Falken tires and wheels with another brand new CX9 from the lot that had Bridgestone. I was excited, took it for a drive with the same guy, it seems better but no where satisfactory.
Took it back to the dealership again, and this time they basically said they had done everything and not much they can do unless I drive around 1k miles and then they can work through the warranty to replace tires perhaps. I didn't take that for an answer. I told them it is very unlikely that every new car would do that. If it really is the tires, then install some old tires there and prove it to me that the problem is indeed with the tires. Then the maintenance director (that's how he introduced him) got frustrated and said that even though it is difficult he will try to replace the tires with brand new tires that were not previously mounted on wheels, and gave me a loner.
After replacing all 4 sets with brand new tires and wheel alignment, I drove the car day before yesterday for around 350 miles. I tell you guys, the problem is fixed. The car is as smooth as it is intended to be (I think). Since it is a brand new car, once broken-in, I expect it to be only better with time. I do think though, it never will be as smooth as a premium SUVs like Lexus, and BMW. But I am very happy. I really appreciate how the dealership handled the situation, I am very grateful to the people I worked with there.
Ultimately, it was indeed the tires. I think Mazda need work on more quality control, not only when it leaves the factory but also when it is at the dealership and ready to be sold.
Best of Luck to you all here, I hope your problem also get resolved.