As performance increases, durability decreases, this is the trade-off.
I'll give you two examples. The more extreme one is in auto racing - where lifespan of parts last no longer than they need to be in order to extract maximum performance and at the minimum weight. But let's use a less extreme example - tires. The ultra-soft and ultra-high performance sticky tires have much less treadlife (i.e. more treadwear) than an all-season tire.
So to Mazdaspeed. Mazda - being an OEM but offering a vehicle with many aftermarket-like parts has a trade-off to make. They need to offer aftermarket-like performance but with durability similar to their non-Mazdaspeed products. They'll try to offer as much performance as possible while still maintaining their internal durability requirements (which obviously must cover the warranty period). This is why a Mazdaspeed can be further upgraded through aftermarket components for even more performance (but, you also know the trade-off).
The final factor when making these trade-off decisions is cost. Yes, there may be a solution in some scenarios that offer both good performance and durability, but if it costs too much then they can't do it. I'll give an example. I've followed the new '05 Ford Mustang development for over a year now, and the reason the new Mustang does not have fully independent rear suspension is precisely because of cost (though they give other excuses to the press, this is the main one).
So these are the main tradeoffs: performance, durability, and cost. I personally would be very comfortable with a Mazdaspeed because I know that they would have factored in the durability aspect because it must meet the same warranty that is used for other Mazdas.