I'm also having this problem!!!(hmm)
I've had this problem since day 1. My dealer checked for leeks, didn't find any. They changed the AIC (or something like that), didn't solve the problem. Then, they were told by Mazda Canada to boost the turbo to 10psi... of course, didn't change anything (and they brought it back to 6.5psi). They now ordered a new PCM and they hope it will solve the problem...
And yes, it's very dangerous.. happended to me once while exiting the highway in the middle of a curve... very scary when you loose power steering!!!
Also, I noticed that if I accelerate slowly, at around 4000rpm the engine chokesfor a very brief period of time, as if it doesn't have enough gas... anyone had this problem?