ceric ... The answers is NO ... anyone can get them rotated for free without any purchase, I have had mine done three times since I got 2010 and that is here in Tucson.
Actually you can pick up a very good quality cabin filter at http://www.logical-source.com/2010-MAZDA-CX-9.html for just $3.91 each .. I just got 4 ....
LOL, guess that is is why the wife will not let me go to the dealer to get my oil changed ...She is worried I will walk out with a 2012 and she loves her present cx-9 to much ...
Welcome to the forum ... The vibrating mirror is common, I was able to stop mine by accident, I placed a chrome strip around the base of the mirror for design purpose and walla, the vibrating was reduced considerably.