I took my 2020 CX3 in to Mazda service today for this exact same issue and the service Foreman knew exactly what it was as soon as I had described the issue. Came out to the car and confirmed it by feel, then took it in to the workshop and confirmed it was the steering assist motor. Apparently, Mazda now have a technical bulletin issued for this. The car was still safe to drive, but they have ordered the part and it will be repaired under warranty.