So do they expect them to last forever. No part number info is provided on parts or replacement.

 

If it dies, you replace the entire headlamp assembly.

 

As mentioned, certain LED Exterior Light Bulbs require replacing the entire unit.

Some text from the following owners manual (red font added by me):

CX-5_8GN8-EA-18A_Edition1
▼Replacing Exterior Light Bulbs
Headlights/Daytime running lights, Daytime running lights/Parking lights (Type A), Front side-marker lights (Type A), Fog lights*, Brake lights (Type A), Taillights (Type A), Reverse lights, High-mount brake light, Side turn signal lights, Rear side-marker lights (Type A)
The LED bulb cannot be replaced as a single unit because it is an integrated unit. The LED bulb has to be replaced with the unit. We recommend an Authorized Mazda Dealer when the replacement is necessary.

 

Well that just stinks!

 

I have a 2017 CX-5 with OEM LED headlights and have been wondering the same thing. I looked on Ebay and someone had a 2017 headlight assembly for sale with missing bulbs and you can clearly see in the photo that the bulb is replaceable. I looked at mine and there appears to be a "bolt" that holds the bulb assembly in place....and I would guess that if the bulb was not designed to be replaced it would be cast/glued in place. If Mazda requires you to purchase a $600 headlight assembly when a bulb burns out, I would assume that would make for bad press. Just have to wait for the first person with this problem to give us the actual story.