I couldn't find a gearing chart or shift point graph for the diesel, so I created one based on the torque curve Nelson posted a couple pages back.
First I took the picture of the torque curve, blew it up, transcribed the data points into Excel and interpolated data for every 100 RPM. The I used published gear ratios, final drive, tire diameter to calculate road speed vs. RPM for each gear. I cross-checked that against what I see on the tach & speedo in a few YouTube videos of the CX-5 diesel. My road speed vs. RPM numbers within +/-5% of the various data points I took from the videos. The variability is probably due to different tires and inflation pressure and varying speedometer accuracy from video to video. From there, I made a shift point chart showing acceleration (which I normalized) vs. road speed for each gear. The ideal shift points for maximum acceleration are higher than I expected, redline or slightly over for 1-2, and the rest just under 5000 rpm. So I guess the AT is behaving correctly.
Here it is:
http://www.redmc.net/cx-5/shift_points.png
http://www.redmc.net/cx-5/torque_curve.png
http://www.redmc.net/cx-5/road_speed.png