The CX-5 has a sensor that can tell if the key is inside or outside. I know I get this beep all the time if I leave the car running and I leave the car and shut a door, or I shut the trunk and I have the only key in my pocket. This is the cars gentle reminder that the car is started and there is no key in range to start it back up with. For an example if you thought your key was in your jacket pocket but actually you lost it and didn't know it. You and your wife climb in the car in the morning, the car will start because her key is in her purse, when you drop her off and she closes the door. There goes the only key to start your vehicle with. So the car lets you know with beeps, "there is no key in the car and it's running".
I am thinking that is what it is. Let us know if not.