I just had my first complimentary oil change on my 2022 CX-5 turbo. I was shocked to see on the receipt that they used Mazda 5W30 "Conventional" oil. Not synthetic, and they said that is what Mazda specifies. I said conventional oil does not belong in any turbo engine. I called 5 Mazda dealers around the country just to get an idea, and 3 said they only use synthetic in turbo engines.
In looking at my owners manual, if you have a non-turbo, 0W-20 is recommended, you are fine with dealer oil, as this oil is a synthetic, since I don't think anybody can make a 0W-20 out of dyno oil.
The manual is odd in that the comments for US turbos seem different than for Mexico usage. In the US, the recommendation is only Mazda Genuine Premium, 5W-30, which is not synthetic. The API spec symbol to use in the US is SM (Mexico recommendation is SM,Sn, or SP, the latest).
SM is an obsolete spec from 2004-2011. SN/SN+/SP have all superseded it. All oils for gas engines made since May 1, 2020, have to meet SP/GF6 specs.
I am not sure what Mazda is doing recommending obsolete SM spec oil, especially in a new turbo engine, and not also specifying synthetics.