As to whether or not you made the right choice is something that only you can decide when all is said and done. And to be fair, comparing the CX-5 along with the Mazda 6 Estate is like comparing apples with oranges as they are completely different cars aimed at different markets.
That said, I myself in fact did have a sit in the Mazda 6 Estate as the availability of luggage space was high on my list of priorities and in this I was not disappointed. It must also be said that in red the car looks absolutely fantastic.
However, after having sat in it or, more's to the point, trying to climb out of the thing, obliged me to reject the car as immediately. Having come from vehicles where I literally just have to slide into the seat I found the relatively low down sitting position of the 6 a bit unnerving and the following struggle to climb out by hanging off the hand grip was quite simply too much for me. Twenty years younger and with bones a bit more flexible might have seen me tempted by the 6 but I've now become accustomed to the relatively high up and more sedate sitting position of the CX-5 and earlier SUV type vehicles.
So in summary bearing in mind my opening statement - if you were looking for a curve hugging, tail whipping round sporty wagon then yes, you made the wrong choice. On the other hand, if you were looking for a comfy, high up driving position with lots of space then you'll be pleased in having chose the CX-5. All the previous is my own opinion obviously.