The CX-5 may seem out of place to Americans in this test, versus Audi, BMW, etc. But in Germany, Mazdas sell for about a 40% premium compared to what we are used to here.
Out of curiosity I pulled up a couple of Munich dealer web sites.
The CX-5 trim lines range from 26,603 to 40,104 Euros MSRP. To get up to a 2.5L gas engine from the base 2.0L gas or diesel you have to go up the rim line list to add it as an option. Any paint other than white is a upgrade. There's a lot of apples and oranges but it looks like something approximating a US Touring would run about 35,000 Euro. With the current coversion rate of about $1.18 to a Euro, you're looking at about $41,300 which gets you 3/4 of the way to that 40% differential. I don't think the European version has the full set of safety features. I didn't see blind spot monitoring in the summaries ("Blind" in English = "blind" in German according to Google translate anyway).
The price breakdown does not show transportation. If that's extra then add that to the percentage.
Germany has a 19% value added tax on vehicles. If that's included in the price, then the percentage goes down pretty sharply. If it's extra, well, that's just the way they tax.
I'm not sure of the BMW comparable in Germany and I've wasted enough time already but their low end 118i 5-Turer, a 5-door hatchback, 1.5L gasoline, with 140 HP if I'm reading that right, starts at around $27,500 Euro. That's not far off the German CX-5 base base with a kinda weak 2.0L. That looks reasonably close to apples and oranges.
What's different in the US is the BMW X1, which looks to be their cheapest US model starting at $35,400 for FWD and looks to be close to the same class as the CX-5 in profile and size, it comes with a standard 220 HP going 6.6 to 60 and who knows what other extra goodies (or missing goodies) come with it. You'd have to break it down yourself, but how does that compare with the CX-5 turbo trims? It could be somewhat close to apples vs. apples.