Yeh, I'm kinda wishing I had gone that way, although a Class II should be fine for anything the CX-5 has the capacity to tow. I got lucky that the dealer who installed my hitch made it look just like the pics on Mazda's website.
My primary hitch need is for a cargo carrier, because here in the sticks we have to haul our own trash to drop-off centers. I've kept my truck for that and for other uses (hauling firewood on the property), but I've got a utility trailer, and some day I might want to get rid of the truck's maintenance/repairs/insurance/taxes. I only use it once or twice a month.
I'm still haven't got a ball mount for my CX-5. Reese sells various mounts and a Class II 2" ball. I guess I should order one.