As was mentioned earlier, driver behavior and driving conditions are very important. City driving typically has a lot of stops and starts so it is important not to accelerate too quickly as doing so will just lead to more fuel wasted if you have to brake for a stoplight or traffic. Having a manual trans lets us easily pop into whatever gear we want to be in and also pop it back into neutral when it is advantageous. There are definitely times when it makes sense to keep the car in gear and there are definitely times when it makes sense to pop the car into neutral. Anyone who says that only one way or the other isn't seeing the whole picture.
Going down a steep hill in gear makes sense if you're already at the speed you want to be at. The CX-5 uses no gas in certain situations when you are not pressing the throttle and in gear. For example, if you are in say 5th gear going up a hill then take your foot off the gas while going downhill, the engine won't use any gas while it is still in gear until your speed goes down to the point where the RPMs hit around 800 or so. If you are in neutral then just shift into gear to use engine braking going downhill, the engine will still be using gas until you blip the throttle briefly then the engine won't use any gas.
When in heavy stop and go traffic or in a parking lot or even using pulse and glide on the freeway, it can make a lot of sense to shift into neutral. Neutral allows you to lose as little speed as possible while barely using any gas. In certain situations, if you kept the trans in gear, you won't use any gas for a brief instant but you would also slow down much faster so you would be forced to press on the accelerator much more often to keep your speed. You use the most gas at low gears and high load situations (accelerating, going uphills, etc) so in many situations it makes much more sense to go into neutral rather than staying in gear.
Using the hypermiler "pulse and glide" technique in a hybrid like a prius involves using the gas engine to get to a certain speed, then gliding without the engine engaged (neutral) so you can keep your speed (as much as possible) without slowing down because of pumping losses, then using engaging the gas engine again to get up to speed again. This is more efficient than just keeping your foot on the gas lightly (even with atkinson cycle/miller cycle engines like the Prius and CX-5 have. In a Prius, the gas engine gets shut off completely when not needed but it's not an option in non-hybrids like the CX-5. The closest approximation is shifting into neutral in the CX-5. Some crazy hypermilers fabricate some sort of engine kill switch to not even use the very small amount of gas that a car uses in neutral.