Not sure what it is either, but it unfortunately looks like it may have been broken off from wherever it came, based upon the way the plastic looks on the flat end. So, maybe look over 2014 CX-5 parts schematics for that general area of the vehicle, but keeping in mind that it may just be part of something else. My guess would be something for (loosely termed) passive draining or venting...the oval shrouded angled open-ended side doesn't appear to be meant to attach to anything else, to my eye at least, and there's that other opening in the flat side as well.