Mazda requires 0W-20 engine oil because they are the ones warrantying the engine in case of failure in the first 60k miles of it's usage.
I called BS on that, so what if you're in Europe and you don't use 5W30, then what? warranty won't apply if something breaks?, Like I said in my previously ignored posts, it's only in North America that 0W20 is recommended, why? who knows, all that says is that if 5W30 is ok everywhere else, then I don't see why it would be an issue, it's not like 5W30 is going to kill your engine.