I no longer have my CX-5, have a 6 Tourer now. It’s an auto and the EHB releases automatically as I pull away.
It was the same in my previous CX-5 manual. Engage first gear, pull away and the hand brake released automatically.
If it’s not doing that, it may there is a fault that needs checking out?
My dealer replaced the rear callipers on my CX-5 under warranty because the EHB sometimes stuck on a bit, making for a jerky get away. It was better after that.
By the way, the driver’s door has to be closed and the driver’s seat belt fastened before the EHB auto-release mechanism will operate.
It’s all in the manual - page 4-102 I think.