Non-factory wire

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2014 CX-5 Touring
Looking under the hood today, I noticed an extra wire coming off the battery, with an in-line 10A fuse. My first thought was amp wire, but it's routed into one of the big wire connectors in the engine bay fuse box. Any thoughts what it might be? The wire is in the lower left corner of the fuse box connector.
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That's your answer. The Mazda wiring harness for a trailer uses a extra fuse and taps into the existing wiring harness. If you are never going to use it, then I would pull the fuse. If you are going to use it, I would get one of those plugs with the LEDs in it for checking lights, and plug it in and leave it there to keep things a little cleaner.
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As far as cleanliness goes, the plus is "mounted" underneath the bumper, next to the hitch receiver, and has a rubber cap to keep water out. It's barely even visible from behind the car.

I'm just surprised that it's mounted that way like an amplifier wire, with one of those yellow crimp terminals and fairly inexpensive in-line fuse holder, zip-tied to the main harness loom.
 
It could be. The only difference is the instructions, and a couple of connector parts. The position used in the connector is vacant You crimp a wire to the part and push it into the connector. The same in back. It serves the same purpose as running the black power wire shown above either through or under the car. The instructions are available on line.
 
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