You know what? I've given up finding out why our gas mileage is low. I have a 2002.5 with the Sport automatic. And no, I don't want to hear any comments about it being an automatic. However, I have had the problem checked by an auto mechanic with 25 years of experience. Note, I took it to a mechanic, not a dealership. Dealerships no didly squat, even though they're supposed to know. People there work for a company, not for themselves, therefore don't put as much effort into their work as they should. To get back to the point. Tests were ran on a dyno and whatever else he was using to see if the car was burning more gas than it should have. Initially, before the test, he assumed that there was something wrong with the emissions system that is causing more gas to be used than necessary. Unfortunately, everything was fine. It was burning gas like it should. The answer I got was typical. "I can't really tell you what's wrong. Besides the fact that I've had similar experiences with other Mazda engines. Mazda gas mileage just.....sucks!"
Maybe this doesn't help you at all, but just do what I do now. Forget driving like a grandma to save gas. Stop thinking about it too much. Just enjoy the ride and drive it like it's meant to be driven, like a "Sport" wagon.