Minor correction, I think you meant to say aftermarket, OEM spec parts, that's all that the MM act was intended to address (with very few exceptions).
Everything else you said is absolutely correct; the dealer wants the warranty work, but it's a reimbursement basis from the manufacturer. Some dealers may or may not have more leeway than others, but they're just franchises of a corporate structure who writes the checks.
The bottom line is that if you install any go-faster parts, as opposed to keep-going parts like lubricants and wear items, then something related breaks on your car, you have a very different problem than what's covered under the MM act.
For example, I have Koni FSD dampers and struts on my car. They are wear items, not intended to last the life of the car, or any warranty. And I put them on when the OEM dampers were well within spec (suck, but spec) at 1500 miles. Like changing your oil earlier than called for in the manual, there is nothing they can do if you replace a service or wear item earlier than scheduled.
Exactly what you replaced it with IS an issue though.
So if I bust a strut bearing or a bump stop? I don't have an easy case and wouldn't pursue it. But if Mazda tried to tell me something like the damper change caused something like the dashboard to rattle, I'd take them straight to small claims court, and most likely win. I've done something similar before (not with Mazda) and prevailed. It never even went to court, they just agreed to fix the car if I dropped the case.
But if you re-plumb everything under the hood and mess with the ECU, then your motor blows, well replacing an MS3 motor can cost as much as the car is worth, so they will almost certainly deny your warranty claim on the tow truck it came in on.
Or more specifically, the dealer's request for reimbursement - anything over x amount of dollars has to be approved by a regional zone rep, and sorry, if you fuct with the motor that much then threw a rod, don't even think about taking Mazda to civil court because you will almost certainly lose. There is no law to save you, you'll just help a lawyer pay off his Lexus if you try.
Personally, I really like my 60K powertrain warranty, and fully intend to keep it. The motor is bone stock and very well maintained, but always driven within it's design envelope. Sometimes at the higher end of it's design envelope, but that's why they call it a Mazdaspeed, right? They would have a very, very difficult time with me in civil court if it came down to it.