All you do is take it to the dealer to have them change the time, its listed in the manual.........I think. I do not know about US CX-5s but the ones here in Austria use the headlights (like my 3) at full brightness for DRLs, makes them eat bulbs every 6 months to a year.

 

You can adjust the time yourself with the center display system. You only need to go to the dealer if you want to deactivate the DRLs.

Vehicle ignition must be on. Just get in the car (with remote) and double tap the Start button. Go to the center display and select Setup - Vehicle - Lighting - Headlight off timer. Select the desired time.

(Note: This is for a US version)

 

you meant DRL like this?
you can go to after market for the CX-5 daytime running light


Daytime running light for Mazda CX-5

 

The thread was a couple of years old. Now of course they have the DRLs. Nice aftermarket item though.