I wish I had a dollar for every time I see someone who thinks they can outsmart automotive design engineers. They can get more power and better gas mileage just by switching to a K&N air filter.
CP is right. Oil is greatly misunderstood. Greatly.
Today's cars are highly persnickety about parts and fluids and other specs. MUCH more intolerant than yesterday's cars. Case in point: Machine clearances in today's motors are FAR different than they were just 20 years ago. Some of those tolerances almost don't exist. Because of this, CP correctly reports that thinner is better. Thinner oil gets into those tight tolerance spaces better than thicker oil does. Oil is thought to be very important these days, unlike the olden days.
The Mazdas in Europe have 2.5L engines. So does mine. I have little reason to suspect those engine are the same as each other and every reason to believe they are different. Euro markets are not the same as the USA market. Heck....auto manufacturers sometimes make changes DURING a model year. Misinformation is easy to find on social media, including this thread.
0w20 has been working great in my engine for 140K miles. As I say, a little 5w30 is not likely to grenade your motor. *probably* But if my car had 5w30 in it right now, I'd plan on an oil change soon.