My dealer seems to be having trouble finding wheel covers that fit 18" OEM steel wheels. From what I've read, OEM means they are hub centric. He made a point of saying they are not "universal" steel wheels.
I am a parts manager at a Canadian Mazda dealer. I have been with Mazda for over 5 years. To the best of my knowledge Mazda does not make a 18" steel wheel. What you got was probably a hub centric aftermarket steel wheel. There will be no option from Mazda for a wheel cover. Sorry.