I hate to tell you this but...yes, you are confused.
In Canada, the GX is the base trim model, the GS is mid-level and the GT is the upper trim level...

 

You don't have to "hate to tell me." Its OK... I said and thought that I might be mistaken.

 

My '10 GT came with the personalization list. The salesman showed it to me at delivery, explained it and said to get familiar with the car a bit and usually they change the stuff on the list at the first oil change (or sooner if you want to make a special trip). My guy seems to be better than most about keeping up with the options/features on the cars he sells compared to other sales guys I've dealt with.

I also seem to recall something in the owners manual about changing the behavior of the auto door locking feature by some process involving the door lock button itself. Not sure if that is alternative to settings using the "list" or not.

I had a '02 Highlander and it had some customization options that were accessed by the dealer using the handheld unit plugged into the socket. I seem to recall though that those features were not well documented. I was complaining to service about the auto headlights not coming on soon enough, it was the service guy who said that could be configured as a custom setting.

I agree it is disappointing that Mazda can't tell you what features your car has either, but I am not sure I agree that the personalization feature would not be available on all trim levels. It seems like it would be a lot of trouble for them to have different computer capabilites within one model.