It was a name they branded their early bulbs by. The company chose the name due to its association with Ahura Mazda, the transcendental and universal God of Zoroastrianism whose name means light of wisdom in the Avestan language. Nothing to do with out Mazdas. (I Googled it. I knew they were called Mazda lamps, but never knew why. Now I do.)
Yes, I happened to find that explanation, also. Now, Avestan didn't ring any bells with me! Apparently, the Mazda bulb and Mazda the car company coexisted for some years. Back then, companies weren't so sue-happy, I guess.