My CX9 is the AWD model so it does have the transmission cooler. I've used it to tow a 2,500 camper 4-5 times a year since 2014, mostly up and down the east coast. Whether you need that package really depends on the weight you plan to tow and where. Under 1500 lbs, you're probably fine. Only in fair northern weather, you're probably fine. Over 1,500 lbs or expected travel in warmer climates or higher elevation, that's where the cooler is going to ensure the transmission doesn't get too hot. If you absolutely know you will be towing, I don't see why you would pick a car that didn't have the tow package. Furthermore, I see you are in New Hampshire as well, and you'll want the AWD version for obvious reasons, and the tow package is included with AWD (or it was prior to the model refresh).

As I've described above, you need to watch the RPMs to see when the lockout engages. If you spend significant time between gears (fluctuating RPM not directly linked to your gas pedal position), that is when the transmission fluid heats up. For my trailer, I can get it to lock into 6th on flat highways. For hilly terrain, I need to switch to manual mode and select 5th or 4th to ensure the transmission isn't between gears. I don't have a temp gauge because I am well within the operating range Mazda has deemed acceptable and I have a CPO warranty should anything go wrong. There is no sense in staring at a number all day long.