Hi there! I got a 2021 CX-5 Touring about 3 months ago from a Mazda dealer in Atlanta. I've been getting the Keyless System Malfunction error. It doesn't happen every time I get in the car, but most of the time it pops up. Sometimes I can't lock my car with the fob or with the buttons on my door, sometimes they work. Sometimes I can roll down the passenger and rear windows, sometimes I can't. So I just replaced the battery in the key fob (it only came with one key). I still get the error, but the fob works (for now). I read online that it could be a battery starting to fail, so I went to Advance Auto Parts and had them check my battery, and they said my battery is in great health. I saw one trick is to undo the negative terminal on the battery for an hour, which I did. Then I had to have my windows "re-learn" the power feature.
I called Mazda's service department and they're so backlogged that they can't see me for a month. So I'm trying to solve this myself. Does anyone here have any idea what else I could try or what might be the issue? Is my battery possible the culprit after all?

 

You need to have the battery "load tested", that is the only way you know the true health of it.
I'm not certain if Advanced Auto Parts did this as many places check the battery but not underload.
If you still have the original battery in your 2021 I can almost assure you it needs replacing, I didn't get two tears out of mine.
Most modern vehicle OEM batteries get 3 before they are toast and with a better-quality replacement you might get 5 years tops.
You can also buy a new FOB battery, but it is bad out of the package. I have, the battery date was good but the battery wasn't and I bought another that was good.
You also say you got one key fob. There is also another very remote possibility that the other "FOB" is somewhere in the car.
That can result all kinds of weird scenarios.
Good Luck

 

Had the same thing happen to me and I might be able to point you to the right direction.
Do you have a moon roof?
Do you notice the problem after it rains?
Can you get a deep scan for DTC?