I think this is common with most current Mazdas. They warm up much faster once you start driving them (this has been true for all of the cars I've owned/driven in -35 to -50c temps, not just my CX-9). Start it up, let it idle for a couple of mins, then drive it. It should warm up with 5-10 mins of driving. Seat heaters and steering wheel heat should come through much quicker.