I was thinking of doing this myself to my recently purchased 2016.5 sport, I did my research and the harness is there.. If you flash a light in the right angle you can see the fog harness from the top of engine bay, harness is attached to the "fake fog light plastic trim." Only thing that has stopped me is that i already spent a bunch of money on accessories for it and I have found people have said the fog lights really don't make that much of a difference as far as lighting up the road.... I'm holding off right now...
Yeah price definitely kills it.... I've also looked into getting non OEM mazda fog lights which are less money. There are somewhat cheaper than OEM, the only issue is that they don't usually come with the outside plastic trim, by the time you spend a few extra bucks for the plastic trim and you get the wheel switch you end up paying more than OEM... not worth it.