I have a 2012 Mazda6 V6 with this same exact issue. I believe the CX9 and 6S use the same Aisin ATX right? minus the AWD components of course...
My problem is intermittent, but getting more frequent. I notice it most after some city driving (stop and go, or after driving in heavy traffic) which makes me think its heat related. I was thinking maybe a motor or transmission mount is going, but that wouldn't be intermittent would it?
When going from N to D, or even worse, R to D, it literally feels like someone rear-ends me, like others have said. I've also started to notice when its in one of its slammy shift moods, that it seems to have less power to the ground off the start, almost like the feeling of starting off in second gear, and also makes a rattle/crunch/chug kind of noise when first accelerating (hard noise to describe).
I have been to mazda 4 times about it already, but the problem never seems to be present when i'm there...go figure. Since they haven't witnessed it, they wont do anything about it. They tried talking me into a transmission flush and fill, but I don't want to pay to "fix" something that should be covered under warranty. My 6 was bought as a certified pre-owned, so it has an extended warranty up to 100K miles I believe. Other than this issue, it shifts and runs fine!
I was doing some digging around the internet, and looked up the issue on other cars that use this same Aisin transmission, like various Fords and Volvos. I found several instances of the problem on Fords with this transmission, the harsh engagement. The solution on Ford's part seems to be to replace the valve body.
I have an appointment at the stealership on Friday about this and I plan to bring up the information I found. Ill report back afterwards.....