Got this from Mazda NA concerning the shock sensor upgrade:

"The perimeter alarm does not come with a shock sensor. It will not respond to the vehicle being touched and can not be adjusted for sensitivity.

The available Alarm Shock Sensor Upgrade, as indicated by the title, offers a shock sensor that literally "senses" any shocks the
vehicle takes and will activate the alarm (as opposed to only sounding when the vehicle is entered like the perimeter alarm).

Thanks for all of your great questions, we can really tell that you are quite enthusiastic about this car! It will be fantastic."

I suppose you can adjust the sensitivity...