Mazda Forum - Mazda Enthusiast Forums - Steering Wheel Grinding?

The car has an electrically driven steering pump vs the usual mechanical type driven by a belt from the engine. It does not run all the time. It only operates (is turned on) when its needed... like instant-on radar for example. Of course its needed most at low/no speed situations so it is working hardest during those times.
First be sure that you are not confusing the somewhat robotic sound of that for something that's actually wrong.
And once someone is aware of a noise, it can get psycologically louder as time passes.

If you are still convinced something is wrong, and especially if the car is still under warranty, take it back to the dealer .

My own has a slight whine (electric motor?) or whistle (fluid being pumped at pressure?) at low speeds, heard best from outside the car, of course. I don't even notice it anymore.