No, Mazda doesn't have "Auto Hold" in any of its vehicles, including the new CX-9. "Auto Hold" function means once the vehicle stopped with foot brake, the Electric Parking Brake (EPB) is automatically engaged, you don't need to pull the EPB switch manually like in CX-9. You can remove the foot off the foot brake pedal and the vehicle won't move due to the EPB applied. When you're ready to move, you simply step on gas pedal and the vehicle will automatically release EPB and start moving. Like I mentioned before, there's a space reserved for future "Auto Hold" push button switch by Mazda just next to EPB switch.
Hill Launch Assistance (HLA) is a totally different system on Mazda and controlled by its SkyActiv-Drive automatic transmission. It prevents vehicle rolling backward or forward on the hill when you switch your foot from brake pedal to gas pedal. The transmission will hold the vehicle a maximum of 2 seconds.
Ok, its clear, no autobrake in cx9, thanks!
Now the question: is safe in long red traffic light to just enable EPB without moving the gear from D to Park?