You guys have to keep in mind vehicle dynamics. When you brake, most of the weight is thrown forward, which is why most of the braking is done by the front and also why vehicles have bigger brakes up front. The consequence of this is that the rear brakes can and WILL lock up more easily than the front. It's not a "brake bias" thing. The vehicle is not set up to clamp down at the rear harder than the front.
You're also forgetting chasis rigidity. The Mazdaspeed3 is a lot more stiff and resistant towards tortional (twisting) stresses, which tends to make the rear end oversteer. With enough side to side weight transfer, a vehicle's chasis will actually twist a bit, and combined with softer suspension is a contributer to body roll. Our car is stiff front and rear, the suspension doesn't roll a lot, and neither does the body. That's one reason why we can lift-throttle oversteer in a corner, and it's also a big reason why under braking the rear end gets a bit loose. It's a bit of a simplified explanation, but, I'm lazy tonight I guess.
With your nannies on, ABS, brake booster, etc, this tendency should not ever get out of hand. When the rear starts to lock up or slip, the nannies or ABS or brake booster kick in. High speed and sudden brake inputs can upset the most carefully controlled car, however, and you need to be smooth (not sudden) with your application of the brakes. If you're cruising on a highway and say "Hey check this out!" and then just hammer on the brakes in an emergency stop, I'm not surprised your ass is walkin' around on you a bit. This is true under any circumstance in any vehicle.
If you're having this problem consistently you need to look at all the variables involved. Have you modified your tires or suspension? Your brakes? Your toe, your camber? How's your tire pressure? All normal? Okay, road conditions, they okay? Flat, no camber at all? Cool. Check your suspension components. Ask yourself important driver questions: are you braking hard or suddenly in a corner when you're pushing the limits of traction? (Note: DO NOT DO THIS, YOU WILL SPIN YOUR CAR, IT'S NOT THE CAR'S FAULT AND IT'S NOT BROKEN. In your story you say you pushed into a corner and tried to recover - if you hit the brakes too hot in a corner, no wonder your ass got out of shape. Next time slow down before the turn, and take a driver course to learn some vehicle dynamics).