The 2016 Mazda CX5 does not use battery operated TPMS sensors. The system in use by Mazda in 2016 uses the ABS sensors to compare wheel rotation and changes in relative wheel speed to judge if a tire is going flat. If the tires are all holding pressure and the soft reset (button on the dash by the drivers left hand) has been tried, then a hard reset by the dealer will usually cure this.
Since the hard reset has been done, I would suspect that a tire is actually losing air and the system is reporting properly.