There is nothing wrong with it. First, I am going to explain some stuff. Then you should read about
how manual transmissions work.
That, in essence, is a 5 speed transmission. In reality there is a lot more to it than that, but this gets the point across. The yellow shaft from the differential is permanently attached to the collars (purple gears). The blue gears are on bearings so they can spin independently of the wheels spinning. The red gears and shaft (layshaft) are permanently connected. If your foot is not on the clutch, the layshaft is spinning which means the blue gears are spinning.
Lets assume a 1:1 ratio for 5th gear on the Mazda. So if you foot is not on the clutch and you engine is idling (~800 RPM), the blue gear is spinning at around 800 RPM.
Now lets find out how fast the collars are spinning at 80 mph. The diameter of a P205/50R17 is aroun 25.2". This makes the circumference 79.13". This is equal to around .001249 miles. 80 miles per hour translates to 1.3333 miles per minute. So if we take 1.3333/.001249 we end up with around 1,067 RPM. So your tire is spinning at 1067 RPM at 80 mph. Assume a final drive ratio of around 3.86:1 (the driveshaft spins 3.86 times every time the tire spins once). Therefore, 3.86*1067 = 4119 RPM. That means the yellow shaft in the picture is spinning at 4119 RPM which also means the collar is spinning that fast.
The collars engage with the blue gears by use of "dog teeth". There are "teeth" on the collars, and holes on the blue gears. In order for the teeth to go into the holes, the collar and the blue gear have to be spinning at somewhere around the same speed. Synchros help match the speeds of the two before the teeth engage, but they can only do so much.
In this case, the collar is spinning at 4119 RPM compared to the gear it is trying to match with which is spinning around 800 RPM. See why it is grinding now?
I have no idea why you would want to coast at 80mph, but if you really want to, rev the engine with your foot
off the clutch before you try to go back in gear. This will speed up the blue gears which will make it easier for the gear to match up with the collar. Have you ever heard of double clutching? That is basically what it is. You needed to do it before synchros were invented because the gears would not match up with the collars if you didn't double clutch.
Let me know if I explained something poorly and I'll try to make it more clear