I have that same one! I bought it to check engine codes and log work miles. Didn't know it could do this, I'll play with it later.I do not want to ignore it; not driving with the engine at the normal operating temperature can increase wear.
I've got this interface which was gave away for free last week.
After reading your post and how the dealer was pushing back, I have decided to get the interface, do some measurements and have a way to replicate the issue before going to the dealership.
Your experience at the dealership may vary. It's a bit ridiculous but I've jumped between two different Mazda dealerships to get my problems rectified as one would acknowledge an issue and another would not or vise versa. Both dealerships have capable employees but you kind of have to get lucky with getting an employee that's willing to look into something and not dismiss you as a inept customer...
If I can't get either to respond to data then I'll try get a response from Mazda HQ.
@perseus is the factory spec blend 50/50 coolant and water? I'm not an expert but I don't think I can have that high of water ratio in my part of the country. Last Monday it was -20⁰F in Minneapolis, MN