Sounds like the normal and customary 'ticking' of the valve train, to me.
Look around for prior discussions on the HLA's, and 'ticking sound' and other similar searches. Lots of people hear a slight to mild sound of that sort. In some cases, some vintages, it can be more problematic, but for most of these cars it's a commonplace sound.
My own 2016.5 CX-5 is a bit more toward the semi-silent end of the scale, when it comes to that 'ticking' (though, that's with 135Kmi on the clock). Mine has more of a belt 'whirring' sound than anything else. But it isn't much different than a prior Mazda3 I have owned, or Mazda6 or CX-5 vehicles that I have driven.
Of course,
@tomis_mazda , this is a fairly new vehicle you've got. At only 500mi of usage, it's still in the break-in phase, the engine still loosening-up and getting comfortable with its operation. I'd suggest mentioning it to the dealer, the next time you're there. They might fire-up a couple different similar models for you, to see how those sound by comparison.
Otherwise, I'd suggest to keep an eye (ear) on the thing over the next couple thousand miles as it breaks-in. My guess is, you will likely see the overall noise go down a bit.
