This is my 3rd turbo car. BMW 335i had serious lag, even with the stage 2 upgrade from BMW it suffered from lag.
2nd car was an audi q5, again much better than BMW, but still had lag.
Mazda - lag is so unnoticeable can hardly tell.
Use 91 over 87 fuel..... I notice less responsiveness and inconsistent Turbo boost pressure with 87. With 91 there Is less lag
Perfectly OK in our cars according to Mazda. There is a high rpm performance loss with 87. The choice is yours.You're not supposed to use 87 on a turbo car.
On the highway if you want to pass guick just kick it into sport mode.
In my experience with modern cars, its not just turbo cars that have lag. Every throttle by wire vehicle I've driven has some level of electronic throttle delay. On a turbo car its hard to tell how much of the lag is turbo related and how much is due to the rest of the engine electronics and mechanicals. I would bet the ECM and transmission have more part in the delay you're feeling than the turbo does. The CX9 is more responsive than many non-turbo vehicles I have driven.
Sport mode does nothing else but hold the lower gear.
There is no difference when applying full throttle
^^ This. It's mostly (all?) electronic/by wire these days. There's is always throttle delay. In my experience the throttle by wire delay when you punch it is longer than any lag in the turbo.