One of the qualifications when I bought my CX-9 used was that it had to have zero curb damage on the wheels. My wheels were in almost perfect shape when I got it with 32k miles, but I did notice some minor peeling around the center caps. Now I have 41k miles and the peeling has only spread a very very minor amount, still isolated just near the center caps. I'm talking like a millimeter or 2. It does appear that Mazda does not use the best paint & clear on their cars. This is why I hand wash my car & wheels only, never go to the carwash.
Carwashes now have all sorts of methods of cleaning the wheels.
I have to take my company car through the carwash 1x per week, so I've seen alot of different ones.
Some have a brush free system, but do have large circular brushes for the wheels.
Some use 1 million psi of water to blast away at your wheels.
I would guess that whatever is going on with your wheels is likely a result of someone who frequently washed the car, but used a carwash
rather than hand washing it.
I doubt Mazda will do anything for you.
Where I live, there are a couple guys with big conversion vans who have mobile wheel repair & refinishing services, and charge 50 bucks
per wheel to completely overhaul the surface of the wheel. You may look into that.