We had this same thing happen, and it was infuriating. Took it to the dealer, they said "uh, we hear a noise in the transmission, it needs a whole new transmission". What? My mechanic said the problem is with the transfer case, are you sure it's the transmission? "Yup, completely sure". Needless to say we didn't believe them and took it to our transmission guy.
He said that, yes, the transfer case was the problem, transmission fine, but the differential is bad and for some reason isn't sold separately from the transmission. So Mazda compounds their awfulness but not even letting you buy the solution to the problem without a big expensive part that doesn't actually need replacement.
I had my guy grind down the splines on the shaft, turning it into a FWD. It's been fine. We put expensive tires on it, and while it's not as good as AWD in the snow, it's better than the cost of the transmission replacement and we can limp along like this for a few more years.
Will never buy anything from Mazda again, ever. It's one thing to have a design flaw, quite another to treat your customers like garbage when your shoddy design got them into the mess they're in.
Please when you have a chance could you please help me a little with some information, I have a CX9 2013, that I have already changed the PTU few months ago and it is failing (making noise, whole vehicule shaking, transmission fluid smell inside and showing AWD light on dashboard) again that at some point very near I think will break completely. So I'm thinking about converting it from AWD to FWD (I live in a place where we never get snow). But I have some questions as follow:
Will AWD and/or traction control lights show constantly or at some point on the dashboard?
Will I need to do any computer reprogramming, module or relay removal?
Your help and any advice you can privide, will be much appreciated.