That's true IF your trim level specifically includes Navigation (not sure if the Carbon does or not). If it's supposed to include Nav, and you can't find the card, go back to your salesperson to get it.
And yes, that's the only use for that SD slot.
That's BS. You can get your oil changed anywhere, but keep good records to prove your service history if a warranty event should arise. Having said that, it IS a good idea to use the dealership for service in those initial years, just to build a good relationship with the service dept. That way, they will more likely go to bat for you with Mazda if something ever fails outside of warranty coverage.
In our case I like our service dept, and go there for oil changes even after the warranty period. They are reasonable ($70-75 for synthetic) and include a safety check and inspection video each time. YMMV.