I recently went through this with my VW...yes, different car altogether, but it is worth a shot...
when my blower fan stopped working, it would only work on one speed (high) which bypassed the resistor. And prior to the resistor going, the fan would make squeaking sounds when first starting or on low (#1). My guess was the increased load caused the resistor to blow.
I don't have auto climate, just simple dials. So, my question is, in the Mazda, did the fan work on a single speed that bypasses the resistor? The fan should always be there to provide some sort of air flow as that could be a safety issue with the defrost and in the winter. Were there any noises made by the fan prior to it not working?
Have you tested the resistor (thermal fuse) after the failure to see if it was really blown? Swap-tronics is never fun and can lead to a lot of unnecessary work. I guess the next thing is to see where the fan/resistor gets it signal from as that part may have a short in it or the wires to/from it are problematic. Could water be getting in there to cause a short? Are any other fuses blowing in the fuse panel?
If the fan isn't making any noises, it is probably still good and not causing any unnecessary resistance.