So I talked with the dealership service department. They say that this 500 mile break in oil replacement thing is "something new for some 2019 and 2020 Mazda cars, that Mazda wants dealers to deal with, even though the manual doesn't mention it". They say this oil replacement is free of charge.
But then I called Mazda customer service because I wanted to confirm this story. I told the Mazda Customer Service agent (who seemed somewhat inexperienced ..) that my dealer is offering this free of charge break in oil change. The agent was confused in the start and didn't understand my question. But then he called my dealer's service department and asked them directly about this break in oil change. When he came back online, he told me it's a dealer independent program to change oil at 500 miles just to ensure that cars purchased from them keep running fine (because they may have been sitting on the dealer lot for a while perhaps, etc.). He said it's not a nationwide Mazda thing and so being a Mazda employee, he recommended sticking to the maintenance schedule mentioned in the manual because he doesn't feel an oil change is needed at just 500 miles, even if it's free or charge.
So now I'm confused. Should I get it done or not ?!