Biggest complaint
 

What is your biggest complaint about your CX-5 or what do you wish you knew before buying?

4 years and 38,000 thousand miles later I have no complaints.
But I always heavily research mechanical items before I purchase, especially the more costly ones.
Meaning I knew everything that was available to the public about the CX-5 before I bought it, even some things that weren't factual from disgruntled Mazda owners.
Research has paid off for me in that I've never had a single complaint with any new vehicle I've purchased.
Though over the many years I have had two defect issues, but they were readily fixed free of charge by their manufacturers Ducati motorcycles, Mercury outboards.
Manufactured mechanical devices are like the humans who oversee the process, they can never be guaranteed 100% free of defects.

Audio mute/pause function is not remembered after turning off the car. When you turn on the car, the audio always starts playing immediately.
You can turn off the audio completely in the settings, but if you want to listen to music you must first choose an audio source again. You can also turn the volume to zero instead of mute, but then the USB music will not be paused.
In both of my CX-3s with the previous version of the infotainment system, the mute function was remembered after turning off the car.
It's a minor complaint, but an annoying one nonetheless.

The title of this thread could have been thought out a little better. Instead of negative wording maybe what would you have like to have seen offered or equip on your MAZDA............?

Interesting to me is the OP didn't even list a complaint. As they have only 5 posts, maybe they don't own a CX-5 yet and are just seeing what others say. I will add that seats are a bit firm/narrow to me. I am not a big guy either at 5ft10 and 170lbs.

How many miles do you have on your car? The seats will break in and take shape over time. The lower trims have leatherette seats which are softer compared to your car that has the real leather.

I have 25k on my 21 and had 20k on my 19 before turning it in. Plenty of time for break-in. They just aren't great seats IMHO.

Complaints
 

Agree with Callisto. However, I would go by the “wish you knew before buying…” in the hopes that the OP is looking for complaints she can weigh by her own standards for choosing this car.
Fortunately, or unfortunately depending on your perspective, I really have no complaints in the scheme of things with my 2023 CX-5. I think it really is a fine vehicle and is what I had hoped for.
I compare my experience with a 2010 model car I bought back then, one with a significant redesign issue such that the front end vibrated excessively at speeds approaching 65 miles per hour. The issue came to be termed a “shimmy” at both my dealership and in online forums.
I do not remember the technical particulars anymore, but from a news article written soon after purchase (manufacture redacted by me):
“In 2010, --- issued a 22-page technical service bulletin that called for modifications to the engine mount and rear subframe, as well as a new steering wheel. In March, the company added a new steering column to the bulletin, among other new components. That document stands at 30 pages.
‘Beginning in July, --- began making changes on the assembly line to fix the vibration condition [spokesperson] said.’”
The dealership had the car in twice to perform the extensive work. Ultimately, I ended up with a 2011 version of the car that has been mechanically flawless and a joy to drive in comparison.
Now, that 2010 car had what I would call a complaint; I would have been super happy to have known of the potential issue before buying.

I got my car with 24k miles and it finally got super comfortable at like 30k miles. I'm a bigger guy so that probably helped my seats break in faster. I think once your seats take shape and you keep them conditioned it'll soften up.

Seats could be more comfortable
 

The seats are very stiff and not very comfortable on long trips.