I find that unless the brakes are really pulsating it's ok to just leave the rotors alone. I've done that several times with no problem. Just break in the pads gradually to bed them to the shape of the rotors.
I replaced the rear pads on my 2017 CX-5. I did enter the Maintenance Mode.
One thing to add is that when you replace the pads and put everything together. Don't forget to press the brake pedal to seat the piston caliper on the pads (since one pushes the caliper piston all the way back when installing the new pads). I forgot to do that and when I tried to disengage the Maintenance Mode, the electronic brake went into an error mode. I then pressed the brake pedal a few times and then I was able to disengage the Maintenance Mode. I tested it and everything works great. Brakes work well and the electronic emergency brake works well. Holds the car still even when in Drive.
Just a comment: the Mazda shop manual says to use an on-the-car brake lathe if the discs need turning. I've noticed that modern Fords also specify this. From some reading I've done, this is specified so that any runout due to the hub or other components is taken into account when the rotor is turned.
FWIW, however, I've ignored this when doing brakes on the Fords, and had them turned at the local O'Reillys. I had no issues with wobble or vibration. I will most likely do the same when the CX-5 needs brakes.
My own personal approach is usually to turn rotors once, than replace them the next time.
On the Miata, I just replace them, they're so cheap.
Good luck, also see if you can bleed the brakes. I bought a vacuum bleeder from HarborFreight which worked fine but requires a compressor. But I'm sure you can youtube 2 man brake bleed and get it done.