Greetings from your neighbor in CT,
I figured I'd try to help answer some of your questions since I had much of the same at first although I wont go into specifics since I probably wont remember how to do it precisely like your first question,
-I believe the radio does have a setting where you can scan with the knob because I faintly remember using it once upon a time to set favorites.
-Mazda-wise android auto/carplay is "coming soon" lol which it has been for years so I wouldnt hold my breathe to be honest
On the other hand if you dont mind potentially voiding warrenty, there are cmu hacks to install it but they require certain firmware versions, may have some bugs still, and most definitly will cause you warrenty issues because dealers love blaming things on other things that have been modded around here.
-Cannot vouch for roof rails/crossbars since I installed the rhino rack aero bar system on my cx3. (oem roof rails didnt exist for me back when I first got the car :\ )
-Base model rear cover I cannot vouch for since I have the GT and it did come with in my case.
-Pure speculation here = I am almost certain that cx3s around here DO come with arm rests especially in newer years. That seems like a very awkward statement from your dealer that it was taken out because of squeaking considering mazda will charge a pretty penny to have it installed. Seems like one of those things where you get pushed to have installed aftersale and they rip you off much like a $1143 remote start system I was quoted earlier this month.
-If you have to get a aftermarket starter installed make sure its from a reputable shop. Again anything aftermarket not directly from the dealership is at risk for them saying "oh the installation damaged something etc" when you have an issue and are trying to get warrenty work done. Case and point: I have a dash cam with usb power and theres a thread I made on here about my infotainment system rebooting on cold starts over and over until the car warms up. It was a lovely process to convince them that my usb powered dash cam was not the cause. Even though the cause was the sd navigation card reader, it was a long frustrating process of trial and error to get that identified and fixed while my dealer was trying to point blame to my devices. On the bright side aftermarket options will almost always be cheaper especially since the dealer here literally takes the car to an aftermarket installer and charges you a premium for something you couldve gotten done elsewhere at a fraction of the price. I would be wary of best buy and this may not apply to you but the guy who does best buy remote starters around here is kind of a sketchy dude who does poor work so I had to find other options.
-Trunk/cargo light is utterly useless in my opinion so I agree with your points there.
-Cold start loud sound is natural as there have been quite a few threads about it since release year and iirc it was something about heating up faster was better for the car and longevity at the cost of loud noises on start.
Final thoughts: Car is great in traction in snow even with oem tires, I have never spun/had traction control kick on even when I was trying to force it in the snow. The awd systems reaction is by far the best I have experienced. You will experience interior squeaks/rattle from the passenger side vent and corner where the passenger A-pillar meets the windshield/dash. You can get creative with things on it like mudflaps (I rigged rokblokz mounting hardware to rallyarmor UR universal flaps and it came out very well and prevents slush buildup like oem). I plan to get all terrain tires on 16s soon as a spare set for fun outings and it just adds to the appeal of the car imo.
Best of luck and hope you enjoy the car!