LOL, I hear you on the free-rolling feeling of a coasting car. I used to live in an area where I could coast from the top of my driveway, down and up varying hills, and at one point slowing almost to a stop on the crest of the big hill before gravity would get me going once again. I could do this all the way to the nearest gas station several miles away without ever putting the car into gear unless I had accidentally scrubbed too much speed off on one of the corners, or I had a low tire pressure.
I have tried the N-5 shift on nearly all of my other Mazda's from 1980-2003. I found that without revmatching, it is nearly impossible to do the N-5 shift without a nasty sound. I can not say for sure, but your previous experiences doing this on other cars sucessfully might be due to differences in tolerances, design, the angle of the gear cut or depth, etc., etc..
My wife and I were discussing the whole differneces in tolerances issue when we were talking about this problem. Both of us learned how to drive while driving manual transmissions, mine being a Dodge, her's being a Ford. We have both only bought manual transmissions during the 20 years we have been together. The fact is, the mazda has a much smoother and more compact shift mostion than any of the other transmissions we have used. So, long story short, that is probably the whole answer to the issue.
I would vote to try it again, but this time try revmatching the engine to the approx RPM and see how it feels then.
That is exactly what I plan on trying going forward, though I don't plan on doing it anymore than necessary.
Out of curiosity, do you revmatch as you downshift when you are slowing to a stop?(drive2)
No, actually when I am slowing to a stop the car is in neutral while braking, the whole dad chewing on me about not holding the clutch in any longer than necessary thing.