Here you go, Mazda 2020 CX5 oil recommendations.
BTW my 2017 Chevy truck calls for 5/30 and my last now sold 2008 Dodge Truck called for 5/20 BUT stated 5/30 can be used.
0 and 5/20 is to push the MPG as high as possible and would make sense in below 0F operating conditions, 5/30 would be the best general use and for some reason, my last 3 cars gave me that option.
Here you go = "Mazda Genuine 0W-20 Oil is required to achieve optimum fuel economy"
(make sure to scroll down the page of the link I provided and read everything)
https://www.mazdausa.com/static/manuals/2020/cx-5/contents/07030402.html
It then goes on where some of Skyactive engines require 5w30
... and outside of the USA and Canada 5/30 is recommended AKA Mexico