My inner driver side light went out as well and so I did a little bit of research trying to figure out if the bulb can be replaced. I have the Grand Touring model and it appears that the tail light housing (both inner and outer) are actually LEDs. This unfortunately means that if the light has indeed burned out, the entire part of that housing must be replaced. I would suggest checking the fuses for the tail lights, this is the fuse map:
Fuse Box Diagram Mazda CX-3 (2015-2019..)
I have the 2016 model and the fuse for the tail lights is 21. If the fuse is intact you could also try unplugging and plugging the assembly back in.