Maybe something like the Jeep system?
Not sure how profitable it would be for Mazda but a "Jeep Trail Hawk" version of the CX-5 is bound to have some appeal.
Well, seeing how the CX-5 is not really an off-road vehicle (above average ground clearance notwithstanding) you're probably on the right track when you wonder whether it would make financial sense for Mazda. Personally, I think not. But as someone who learned the ropes off-road with vehicles that had manually locking hubs, and who has stood almost knee deep in muck to engage said hubs, I would be happy with aftermarket manual quick releases on the anti-sway bars. The sporty sway bars are what reduce off-road performance on the CX-5 and having an inexpensive manual quick release could substantially increase traction wherever a lot of articulation is desired (as the following video link will illustrate).
As to the skid plates, the look like they might benefit your quad but, on a CX-5, I'm afraid they would be in the way more than they helped. I took the following video yesterday when I spotted this little hill climb created by off-road vehicles. I think if I had full skid plates they would have hindered more than they helped. My first attempt I high centered and had to back down for another run. It was quite rocky and had a very steep lip at the top and is much steeper than the photos make it appear. If you look at my first failed attempt, you will see that I slid about 6 feet backwards as soon as my front wheels fell off the lip. All four wheels were locked up (on the brakes) but with wet tires (large puddle at the bottom), worn out OEM Geolanders, and loose, uneven surface, there was very little purchase. What this shows is the AWD did it's job and there was no issue with lack of torque to the rear wheels (because they were spinning). Without the anti-sway bars or with better tires (or dry tires) the first run would have been successful.
In any case, I made it the second try without getting a run at it (going too fast is the number one mistake of off-road beginners).
https://youtu.be/bZCROYEK1DM