The reason of course hinges on headlight performance. In order for a vehicle to get the award, it has to have headlights available that score a "Good" rating, in addition to having stellar crash tests. The award for good lighting and the Top Safety Pick+ only goes to the CX-5 with the optional adaptive lighting system available on all trims (optional on the base Sport). The standard headlights on the Sport model earned the second-highest rating of "Acceptable." The CX-5 also earned a "Good" rating in every crash test, including both small-overlap tests. It earned 5 out of 6 points in forward collision prevention, netting a "Superior" rating.
There are many safe options in the small SUV category besides the CX-5, though. The Honda CR-V, Hyundai Tucson, Kia Sportage, Mazda's own CX-3, and Mitsubishi Outlander match the CX-5's straight-"Good" crash test ratings. They all also pick up an additional forward collision point in the collision warning category. The best headlights any of them can offer, though, are just "Acceptable," and the standard headlights can be even worse with "Marginal" or "Poor" ratings.