I know many people have the experience and skill to torque nuts by hand. I'm not trying to tell you that you shouldn't, and like I said, you may be compensating for the the lower torque requirement with lubricated threads.
There's plenty of debate, and some data, about the pros and cons.
What got my attention was the statement "Don't forget the anti-seize compound on the lugnut threads!"
I want people to understand that doing so isn't recommended by Mazda, and not consistent with their instructions and comes with some risks. I wouldn't just tack that on to whatever else someone is doing who is looking to a forum for how-to.
Presumably you understand that it is possible to damage threads and you take care that you do not. Many people don't necessarily understand that how much torque is applied matters, and if the threads are lubricated the "correct" amount is different - and not prescribed in the manual.