We discussed this topic at the Mazda6Club forum not too terribly long ago. There are several things for you to think about:
1) Octane numbers are measured differently in the EU (and much of the world) than in N. America (and Brazil). Your 95 octane is the Research Octane Number (RON). In N. America we use the arithmetic mean of RON and MON (Motor Octane Number). That means (R+M)/2. We also call it the Anti-Knock Index (AKI). Although you can't 100% reliably convert between the two arithmetically, the general 'rule' is that 95 RON = 89 AKI in pump gasoline. (EDIT: My BMW motorcycle's owner's manual lists its octane requirement as 95 RON, or 89 AKI).
2) Engine power is measured slightly differently there vs. here. I cannot give you a figure for what the % difference averages (it's a couple to few percent), but the point is that this is a source of difference between the power figures there and here.
3) It's entirely possible, perhaps likely, that the ECU programming is slightly different between EU and N. American markets. Emissions regs differ some, so it would be completely reasonable and even expected to see some difference in programming. That also may lead to minor differences in power output.
One thing I have seen bandied about over the years is that the compression ratio in the EU is higher than in N. America. That's all fine, but I have copies of the Owner's Manuals for multiple markets here, and every one of them gives the exact same compression ratio for the 2.5-liter SkyActive engine for at least the past several years. So, I suspect the early reports of this engine being 14:1 in the EU but 13:1 here were either pre-production figures that never materialized, or Mazda changed that difference early on in the production cycle of the engine, because according to the Mazda literature I have or have seen they've all been the same, worldwide, for several years.