I had this same scenario just recently with an mk7 golf that I swapped the halogen headlights for aftermarket hid/led and let me tell you that not only do they look just like the oem ones but they are in fact pretty close in all aspects, no real drop in quality of components, materials or assembly, so was hoping the cx3 would eventually get something similar in that respect.
I'm sure that going back even just a few years the aftermarket quality wasn't where it is today, but now a days its really getting that good imho.
My worry with retrofitting the oem led headlights is that they most likely wont be a direct PnP swap, just like it wasn't possible on the vw and hence why I had to get aftermarket ones; it's mainly due to voltage supplied, canbus resistors, ballasts, etc. these are different on the halogen equipped cars vs the led equipped cars.
If I got some mazda oem led lights for my cx3, I'd likely have to get different wiring harnesses and maybe have to change voltage settings or install canbus resistors for them to work properly and/or not trigger ecu alarms, and then the install becomes expensive and a PITA.
Some aftermarket suppliers take care of those differences and incorporate them into the headlight units so they can be true PnP without further changes needed to the car.
Last edited by cx3ace; 04-11-2016 at 07:59 PM.