Just an update. I took the car to the dealer, but unfortunately with no fix. The technician mentioned it's probably the exhaust heating the ducting to the rear vents, and that without the a/c on the air will come out at whatever temperature its been heated to. He got back to me later on saying he saw the same problem on another CX-9, but didn't say if he'll investigate the issue further. I think I'll contact Mazda Australia, as it seems like an issue that affects all CX9s. Funny, for me only the rear vents are warm, and not the front ones as some people are reporting. The work around for me is to manually turn off the rear vents when not using the a/c.