What is likely happening is that the head is developing hairline cracks at the holes where the exhaust manifold bolts/studs go, due to cyclic thermal stresses. That part of the head gets really hot when the engine is running, it is made of aluminum which expands quite a bit with temperature, the manifold is bolted to it and made of a different metal that's expanding at a different rate, and the holes act as a stress risers, so a lot of stress builds up in that area. When you shut it off, everything shrinks back to normal, ready for the next cycle; now repeat that 1000's of times. All that works together to cause fatigue cracks to form in the aluminum and grow. Unfortunately, in this case, eventually the crack reaches the coolant passage in the head and starts to leak.
There are other engines that are prone to cracking in this area, this isn't just a Mazda problem. However, in a lot of other engines the cracks don't make it to the coolant passages so you'd never know they were there unless you were digging into the head for other reasons.