Well, If you are looking for something that says exactly that, then you won't find it. However, 0w20 is recommended for North America. This is what Mazda dealers will put in your non-turbo CX-5. You didn't know that you
have to follow the manufacturer recommendations during the warranty period? Putting 5w30 instead 0w20 is not their recommendation and giving them a perfect reason to deny a claim since most things are black and white when it comes to that.
Not worried about that because:
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But I suspect your next question will be: "where does it state that you "have" to use Mazda oil filter for warranty".