I don't see why this bothers you? It will help you get better gas mileage. my 08 HB does the same thing, but if i punch it, it will drop to second instantaneously and take off. If you have a model with the manumatic then just drive with that if it bothers you that much, but really it's mazda's way of increasing mileage, because despite the 3 being sporty, it's designed for the larger number of people who own the car, who want a fun gas efficient car. Any car short of a performance dedicated model will be set up for the daily driver who wants the most out of a gallon of gas. Why do you think the timing is set up so crappy on the 3s. Timing could be increased, but most of the people driving the 3 don't car, so they set it conservatively. End Rant
Original Topic: it's so you can save gas. There's nothing wrong with the car.