Hi there, I had the same dilemma and here is my 2 cents. Over the course of 1-2 years I test drove the Civic TCP and Mazda 3 five times each, and the Corolla three times. I have put ~3500km in my Civic TCP since I got it 2 months ago, and have done about 300km in the Mazda 3 High over the course of 3 days (driving from KL Malacca, around Malacca and back). I placed bookings for both the Civic and the Mazda 3 High Plus (Hatch), and ended up going for the Civic. The CX-30 is practically a Mazda 3 with a slightly higher ride-height, so I am going to use them interchangeably here.
TLDR, for practicality and straight line performance, get the Civic. For refinement, handling and exclusivity, get the Mazda. My advice would be to test drive them several times.
Looks and exclusivity
These are very subjective, so I shall keep it short. Think of the CX-30 as an exotic beauty and the Civic as a conventional beauty. Personally, I have always thought the FC as the perfect blend of conventional beauty and futuristic styling, with its chiseled, low slung body and crab-claw rear lights. The CX-30, looks like a Ferrari FF from the rear, but even more beautiful. The lights, front and rear are just perfect while the body panels have just the right curves. Note that the Mazda 3/CX-30 is not everybody's cup of tea, hence, exotic. Since you are asking, I assume it's grown on you. One thing I despise about the CX-30 is the body cladding, but I am not sure how much better or worse it would look without it.
Refinement, ride-comfort and in car entertainment
I would say that going over bumps and lousier roads, the Civic actually has quite a comfortable ride given its lower profile, sportier tires (TCP variant). However for overall refinement, NVH, comfort and just feeling better after a long ass drive, the Mazda wins. The plushness of the interior, the bang on driving position and the more generous use of sound proofing helps the Mazda inch ahead here. In terms of in car entertainment, I'm no audiophile so the Civic's one is acceptable to me, but the general consensus is that the Mazda's sound system (hands-down better bass), that whatever-inch display and the BMW-esque swivel wheel wins. I see the only aspect where the Civic wins is the ability to use touch screen for their in car entertainment. Mazda will argue that its for safety, etc etc, but seriously, why do I need to swivel and click several times just to move 2 screens, when I can practically double tap a touch screen?! One thing to note about the Mazda 3 (and probably also the CX-30) is that because of the smaller windows, you get less light into the cabin, and it does not help that the entire cabin in the Mazda 3 is black AF.
Note that if I could pinpoint things that made me choose the Civic over the Mazda, some of them would be the high-end sound system and 2-tone interior (or the lack thereof). Yes, the Mazda is CBU, but for the price I am paying, I would expect the Bose sound system and/or the velvet/burgundy and black interior, both of which are available in the highest variant in every other country. Unfortunately, these are not even available here as an option (yes, the CX-30 has a lame 2-tone dark brown/black interior).
The build quality of the Mazda just feels more solid and there are no squeaks. Some parts of the Civic feels "flimsy" and you do occasionally hear some background music (from the car), but I am lucky that my car GENERALLY does not have any interior build issues unless I am nit-picking. Do note that having trawled the Civic and Mazda 3 forums, FB page and youtube reviews (both local and US, UK) for close to 2 years, it would appear that there are generally more complains about the Civic's build quality.
Practicality
Boot space comparable to D or E-segment cars, buttons everywhere for simplicity, plenty of spots to put your mobile phones, hand sanitiser, sun glasses, etc etc etc etc etc etc. Ample headroom and legroom for the rear passenger, and more importantly the driver - Civic wins again. The bang-on driving position of the Mazda is also snug, and snug can be a good or bad thing. In the rear, yeah forget about ever sitting up straight, comfortably if you are close to 180cm or taller in the Mazda. As someone who chucks lots of stuff in his car, the boot space in the Civic is great. Coming from a 2012 Vios, where I sometimes struggle to fit everything in its boot, the Mazda just did not cut it for me in terms of practicality.
Performance and Handling
In terms of how good the body of the car is, I'd say the best is Corolla (yeap, not the Mazda nor the Civic), by a mile. The Corolla just feels like it can handle so much more performance and it is very stable around the corners. The Mazda feels a lot more composed than the Civic over corners, but the Civic feels like it has way more grip (probably because of the tires). If you like spirited driving, really depends on whether you prefer GVC kicking in to help with stability around the corner, or just tearing through it with more grip in the Civic. Between the Mazda and the Civic I'd say the Mazda has a more "stable feel" around corners.
For performance, the Civic is plenty fast if you are not coming from a turbocharged 2.0L German car. The Mazda however gives you more joy in the sense that you have to wind the piss out of the engine to get its mediocre performance. Part of the fun is revving it all the way up. Both cars have gearboxes that suit the characteristics of the car.
Fuel economy and "value"
The Mazda is very fuel efficient. The Civic, not so much especially if you are heavy-footed.
Value will depend on how far you can quantify all the aspects (including the above) of the car for your own circumstances. Heck, if you are able to live with more regular maintenance, have a trustworthy mechanic and can source your parts, even a used German car might have more "value". I ultimately did not see the value in the Mazda, relative to the Civic. However, different strokes for different folks. If after test-driving the cars and consulting your other stakeholders, the Mazda is the one for you then pull the trigger.
FYI, go to Youtube and check out Savagegeese. Watch his videos on the Civic and Mazda 3. You will get a more detailed idea of what you are paying for. He is one of the best youtube car reviewers out there, because he actually goes into the detail (audio graphs, puts the car on the lift to see what's underneath, talks about the power train, etc).
I do watch mazda 3 review from Savagegeese. Kindly note that the US come with 2.5 NA engine while us 2.0. One thing different is Bermaz do remove the Bose speakers sound for our market while rest do get it. That is why u see he is reviewed the sound/audio graph for mazda 3 review.
But nevertheless, I found Honda fit & finish is hit and miss, similar like last time Proton. I compare it from my Accord and bro in law cx5. It's like miles better and less gap in Mazda especially between bumper and car body. NVH also better in Mazda than Honda from what I felt.
For FC, as I noticed, NA won over Turbo. Combined drive NA fc lesser than Turbo where really need to gentle on right leg or do a constant speed at highway in order to yield great fc for turbo engine, for this case civic