When you get to close to another car behind you? Rammed into the car parked behind me because I figured it would beep when I was too close.

 

It does, but not very loud

 

I tend to drive rather cautiously, particularly when backing up in the CX-5 (given the obvious visual limitations). My 2016.5 GT has a backup cam. It's got the Blind Spot Monitoring (BSM) system, and the Rear Cross Traffic Alert (RCTA) system. Does allow me in the personalization settings to change the volume of the BSM, though not the RCTA warnings. I do find the volume level sufficient, but then I back up cautiously and allow the RCTA plenty of time to pick up cross-traffic as it's approaching. Hasn't failed yet to identify pedestrians moseying about, approaching cars, other cars attempting to back up once I've already started my backing.

For your 2018 CX-5, see p 4-117 in the Owner's Manual for a description of how it should work. (Relies upon the BSM and its warning system to notify you of imminent threats when in Reverse.)

 

Unless you have reverse / parking sensors there is no audible warning.