Mazda CX-9 2019 Owner's Manual page 263

NOTE
The indicator light flashes a few times to
indicate that the mode cannot be switched
to SPORT mode even if the drive select
switch is pressed under the following
conditions:
ABS/TCS/DSC is operating

The Mazda Radar Cruise Control

(MRCC) system/cruise control is
operating.
The vehicle is making a turn or driving

on a curved road.
When Driving
Drive Selection
4-103