But why? It is quite a quiet car. If you wanted to put damping behind the door card, ie.around the speaker, to reduce speaker vibration and resonance, that I can understand but why rest of the car. I am reminded of a joke.
Some one complained that Sweden was a very expensive country and the other guy replied "go to Norway first and then come to Sweden. You will then find that it is very cheap country!"
In a similar manner, all dissatisfied by the noise in CX-5, first go and drive VW Tiguan, Kia sportage, RAV4 hybrid with whining CVT and atkinson engine and then come back to Mazda CX-5.
Secondly there is something called diminishing return for your effort in an already quiet car. It is not worth it and it comes from a guy who has heavily sound insulated a small and noisy Toyota Aygo by tearing out the whole interior and double insulated the car a few years ago and it worked wonders in the noisy Aygo. But I would not think of doing it here.