Same issue here. Just bought a 2019 CX9, CPO with 7k miles. The lumbar part of the driver's side seat barely heats up, and the bottom of the passenger seat takes forever to even get a tiny bit of heat in it.
Dealer took the car, gave me a loaner 2019 CX9 with 3k miles. Both seats in the loaner seemed to heat up quickly, to the same temp, in all places.
Dealer gave me my car back, said driver's seat was 106 degrees, lumbar was 113, passenger seat was 113, passenger lumbar was 126. They provided a page from their shop manual that said the driver's seat should be 100 to 104, and the passenger seat should be 98 to 102. They refused to replace any parts, even though my seats are clearly way out of the acceptable range. I told them that we will no longer be taking either of our cars to them for service.
It's very disappointing. Mazda is never going to be a "premium" brand if they can't fix their quality issues. I also suspect the dealers are pulling backhanded tricks, like swapping broken seats to other cars (as referenced in the CX5 heated seats thread).
This will be my last Mazda. if I'm going to pay this much, I'm going to get seats that work, and dealers that fix obvious problems.