I have the Sport 2WD, and I found that to be the better solution for my needs vs AWD. Coming from a Volkswagen Touareg V6 which pretty much sucked when talking about gas mileage, this Santa Fe Sport is a major upgrade for me. As you've seen, it is very practical and I liken the feel of starting up this CSV to a fighter pilot/f1 driver starting up their machine. There's a lot going on inside, but it's all laid out where it's not confusing (especially when traveling at high speeds).
Probably the biggest selling point for me was the antenna...lol I've always wanted one of those and my Touareg didn't have it so that was what ultimately led me to buy my SFS...lol I never test drove the CX5 but from the videos and just seeing it on the road it looks very small. The SFS in comparison with my T-reg sits slightly lower/narrower. I'm about 6 feet 2 and I've got plenty of head room. Also, I concur that the interior of the Mazda is very much bland vs the SFS.
The only issue I have is probably the same thing you pointed out about the steering and overall suspension. Coming from the Touareg where I could get very good feedback from the wheels and suspension, I've found that I need a lot more input with the SFS sometimes more than I would like. Still, you have the 10yr warranty which also was a major selling point for me.
Overall, I'm happy about my choice. I own the SFS 2WD (better gas mileage with the 2WD). The price point is above what I expected but then again the Santa Fe is something of an unexpected fun loving intelligent machine to drive