Thanks! I wasn't familiar with reprogramming. So hard shifting in cold weather is more of a bug?
The first-gen Mazda Miata was known for harder shifts in weather that got into the twenties on down, at least until it was well warmed-up, particularly in the 1-2 and 2-1 gears. Some people have had better luck with certain types of fluid for the transmission, ones that are a bit slicker and a bit more capable in cold weather. (For my old first-gen Miata, @ 30Kmi intervals I did Redline MT90 in the trans, Redline 75w90 GL-5 gear oil in the diff, RedLine MTL in the shifter turret. Helped to keep minor 'notchy' shift behaviors to a bare minimum.)
In my own winter experiences with the CX-5, it's on the factory-approved FZ type transm fluid. I don't go more than ~45Kmi on the drive train fluids (transm, xfer case, diff). As well, I often do the relearn/reprogramming procedure for the transm, every two or three weeks, generally. And I generally wait until the car's warmed up decently, before I begin getting frisky with the throttle. All of which ought to help, assuming the transm doesn't have a gear problem, which any given car might well have a bit of. As fairly bomb-proof as these seem to be, there's going to be an occasional unit that has issues, or premature wear not typical of the line.
I suppose some might call all that a "bug". IMO, it's mechanical. And it involves metal-to-metal wear. So it's subject to whatever minor manufacturing tolerance a given unit might have along with a given unit's wear patterns. Which is going to vary from car to car, a bit. Including some feeling a bit rougher until warmed-up.
That all being said, in temps in the single-digits and below, I have noticed the 2016 CX-5 transmission to be a bit less 'spirited' and smooth until things warm up fully. In my case, it's fairly smooth then, almost buttery smooth.
