OCD or not but I have different opinion about changing oil too early on a brand new vehicle. On new CX-9 I'd suggest changing your oil at 5,000 miles for the first oil change, then follow the Schedule 1 Engine Oil Flexible Maintenance Interval by turn on your oil life monitor. The "Flexible" OCI calculates the oil life and display the "Oil change due" message when the oil change is due. For CX-9 the maximum Flexible OCI can be up to 12 months or 7,500 miles. You can change your oil earlier before your oil life dropped to very low percentage if you feel like it, just remember to reset it via Maintenance Monitor to make the oil life monitor in sync with fresh oil after you changed the oil.
It's proven by UOA on CX-5 that the factory filled oil in SkyActiv-G has very high level of molybdenum compounds which not only provide frictional benefits, but also have been shown to decrease LSPI, Low Speed Pre-Ignition. LSPI can cause engine damage and it could happen to GDI engines like SkyActiv-G. For CX-5 we can get Mazda 0W-20 Moly oil and by changing factory fill early with it should not lose too much moly. But CX-9's SA-G turbo calls for 5W-30, and finding 5W-30 with high moly content is not an easy task. That's why I strongly suggest to leave your factory filled oil there as long as possible for your new CX-9, and try to find high-moly 5W-30 oil and use it afterwards. Mobil 1 contains high calcium which actually promotes LSPI. See more discussions here:
2.5L Oil level fluctuation
Although Mazda doesn't say it, but Honda has specifically said in the break-in section of owner's manual that don't change oil early as they use special "break-in" oil for factory fill.
So my bottom line ⋯ early oil change is neither necessary nor recommended. This includes OCD individuals like me!