Not sure if I posted in this thread, but I test drove a few 2.5T CX5's last winter (Jan-2020) when I was in the market for one. I drove 2 Signatures and 1 GTR and made sure to drive them when it was cold (0F).
All 3 exhibited this issue. 1st and 2nd gears were dogs and power came on in 3rd gear.
I was able to plug my OBDII reader and Torque app with one of them to see real time data.
There was little to no boost in first and most of 2nd gear. Maybe at the top of 2nd it started to build boost, but definitely shot up in 3rd gear.
A short stop at the grocery store and the power was back for a few blocks and then gone again. Heat soak as others have said.
Being ~40yr and still a gearhead, I'm still stuck on the power kick.
The 2.5T in the CX5 really had my attention (same as why I have a 2014 Explorer Sport).
My Explorer does not have any power loss under any conditions unless traction control kicks in (snow/ice).
I went about 180 on my new (to me) vehicle decision and ended up with a 2016 Golf R. That definitely does not have any noticeable power loss.
If the CX5 still has the turbo and resolves the cold temp power (and seat comfort for me) in another 5 years, it'll likely be a contender again.