I agree this is turbo lag, just look at dyno runs showing the boost hitting at about 3k and it's pretty obvious, but some of what you guys are saying doesn't make a lot of sense to me.
Engineers at Mazda have to know these cars will see any throttle position at any gear and program the ECU accordingly. It has to be idiot proof. If they can program it idiot proof for first and second gear by limiting throttle and therefore HP they can certainly handle a WOT at 2500rpm in sixth. What about KR and all the other sophisticated features in the ECU?
I can understand there being some risk if the car is modified and taking parameters beyond the factory ECU or fooling it, but otherwise I don't see how WOT at 2500rpm in Sixth is a problem, other than you won't accelerate as quickly as you would in 5th.