The Mazda's anemic feel is due to no low end torque. It reminds me of high-revving torque-less Honda gassers I owned years ago. Never again!
If you want a diesel, check out the BMW 328d wagon and sedan models.
The 328d wagon is Xdrive AWD only, no option for RWD.
The 328d sedan is available with RWD or Xdrive AWD.
Since you are leasing your TDI, be sure to check out lease deals on a 328d.
I have driven a 328d Xdrive sedan as a loaner car for the day while my 535d was being serviced. I found it to be surprisingly torquey and had a lot more low end grunt than I expected for a 2.0L engine. Performance IMHO beats a CR TDI and also can be had with AWD. Getting 46 MPG while driving it like I stole it on the highway came as a nice bonus.
Disclaimer: I am not connected with BMW in any way, shape or form, and I don't work in the auto industry at all. I'm simply a BMW diesel owner after being a TDI owner for 12 years. VW lost me to BMW Advanced Diesel about 3 years ago, having nothing to do with the dieselgate scandal.
Have fun!