For 2020 North America CX-5, the manual simply states:
"8. After starting the engine, let it idle for about 10 seconds," applicable to all engines. See page 4-8.
This is pretty much SOP for modern engines. Start, put on shoulder harness, adjust climate control, adjust radio, adjust seat if necessary, good to go.
Avoiding long warm-ups is repeated from previous manuals, but it's to reduce fuel consumption and CO2 emissions, not an engine protective measure. See page 3-51:
"How you operate your Mazda determines
how far it will travel on a tank of fuel. Use
these suggestions to help save fuel and
reduce CO2.
Avoid long warm-ups. Once the engine
runs smoothly, begin driving."
In my 2020 2.5L non-turbo, idle at start-up revs a little high as others have observed in prior year models, which I take to be normal, then drops a bit when put in gear. The interesting thing that I did not notice anybody else observe is that it doesn't matter if I wait a couple of seconds or a minute, the revs drop as soon as I put it in gear. I take this to be normal.
It should be no inconvenience to follow conventional wisdom--let the engine warm up before zoom-zooming.
As an aside, I use the blue indicator light going off as my signal to jack up the temp and fan speed on the climate control in winter. At that point it will start blowing warm air. That happens a lot faster than in my previous vehicles going back a long way perhaps because those others were V6.