I believe the dealer is responsible for this issue (pissed).
I also have a 2019 CX9 signature with no auto-lock feature in settings. and even though the manual mentions how to program it but unfortunately there is no lock unlock button to do so.
Fortin EVO ONE has the takeover feature which allows your OEM key to take control when you want to start driving without shutting down the engine.
check it out here http://fortin.ca/en/products/evo-series/evo-one/
SeCX-9 I've seen an that the app was updated in May 22, 2017 according to google play store.
Please let us know if the issues were solved with the update.