There is an MRI for the shift-shock issue.
http://forum.mazda6tech.com/viewtopic.php?t=1355
2003 MAZDA6 00000000 ZZZZZZZZ
2004 MAZDA6 00000000 ZZZZZZZZ
With engine in the fully warm condition, and during light throttle acceleration, 1-2 shift shock may be felt at certain times. Also, as 4-3 downshift shock maybe experienced during braking conditions. A revised TCM calibration is available to improve this concern.
1. Using WDS B30 or later software, reprogram the TCM to the latest calibration. Filename
SW-AJ58TG000
TCM cal. P/N
AJ58-G
2. Remember to erase all DTC's after reprogramming procedure.
3. Road test vehicle to relearn KAM and verify no MIL illumination occurs
Call your dealer and verify with a service advisor or manager, that they have AT LEAST WDS version B30. If they don't, your visit will be futile. If your normal dealer is that behind, I'd find another (they should be at B32_4)