I switched from the specified 10W-30 for my 77 Chevy LUV to 5W-30 in the mid 90's. The only difference I have noticed is easier cold starts. Hummmmm, maybe the current starter motor has lasted longer than the original. I figure the current 5W-30's are much better than what was available in 1977 and we have much more experience with thinner oil now than then.
Ndx, do you think you can find a 5w-30 that does not thin down to a 20wt? Some members down here used dream of getting their hands on some of the 0w-30 fleet oil ya'll have in Canada. I think it's Esso.
My guess is it would be better for your Mazda than conventional 5w-30 passenger car oil.