I have a 2010 CX-7 and a 2012 CX-9, neither of which came equipped with the sensor. I had two dealerships tell me that the sensor could not be installed, and they were both wrong. ALL CX9s and CX7s of that generation are equipped with the necessary wiring harness, control circuit, and the little light in the instrument cluster, but for whatever stupid reason, very few of them had the actual sensor equipped. For your 9, you can literally order the part, drill an appropriately-sized hole in your tank, connect it up, and you're good to go. The 7 has two washer fluid tank options, a large one that holds lots of fluid and accommodates the sensor, and a smaller one that does not. Almost none of the 7s came with the larger tank and sensor, but you could probably retrofit it to the small tank. I changed to the large one because I wanted the extra capacity.
Unquestionably one of Mazda's most moronic design quirks, but you can install it quite easily.