Ideally oil should be changed 3k to 4k miles. Months doesn't matter because you can go different amount of miles in certain time. Oil change is matter because running your engine on old burned oil is not good for engine and will leave layers of old oil on pistons. Therefore no matter what make or model your car is it's always better to change oil sooner than later before you start having problems. It'll make engine last longer and will run better. Also nobody ever tells change transmission oil but if you do it at least every 90k you'll feel difference as well
This is why you don't take advice from forums...
Ideally, you read the owners manual and do what the engineers tell you to do. This guy/gal has NO idea what they're talking about.
First, the 0w-20 is a synthetic oil. It reduces friction which in turn gives you better gas mileage. Why? It lubricates well. Also, synthetic oil is WAY better then conventional. Conventional is refined oil so to speak. Synthetic is man made in a lab. The reason conventional oil was recommended to be changed at 3k miles was because of a) the type of filtration system cars used to have (didn't clean the oil well so the oil needed to be changed more frequently) and b) due to the heat cycles it goes through, it breaks down quicker then synthetic oil. Synthetic can withstand more abuse, if you will and therefor it will last longer.
As for scheduled maintenance by the manufacture... the engineers that designed the car know the limits of it. There are two scheduled maintenance categories for a reason. If your car goes through ANY of the excessive wear and tear that Mazda speaks of, i.e. humidity, start and stop, salt, etc. that oil is subject to more abuse then someone that drives 50 miles a day on the highway in an ideal climate.
As for the red statement... If you take care of your vehicle like doing ALL of the scheduled maintenance, it will last longer. That includes coolant flushes, brake flushes and transmission flushes. Newer MB and BMWs have fantastic oil filtration systems. So much so that an oil change is only required every 10-15k miles. The better the cleaning of oil, the longer it will last. This is why it's imperative to change your oil filter at every oil change.
Lastly, you won't feel a difference if you change your transmission fluid unless the old fluid is broken down and worn out. If that's the case, putting new tranny fluid in will actually HURT the transmission. That fluid is meant to extract heat from metal components and lubricate them as well. After a while, the fluid will break down and is required to be replaced. Doing so will ensure longevity with your transmission.