I have a 2019 CX 5 with the 2.5L Turbo engine. I really, really would like to run a top quality oil filter like a Fram Ultra, preferably slightly oversize and only change it every other oil change. I currently use Mobil 1 EP 5W-30 which is a very robust oil and change it every 5000 miles. A Fram Ultra or Mobil 1 filter is certainly capable of going 10,000 miles. I used them on my Nissan 370Z with Redline oil and only changed the filter every other oil change and had excellent Blackstone reports.
However, I remain unconvinced that using anything other than the Mazda OEM oil filter is a good idea.