When I read what experts say about this, they recommend NOT changing the fluid in cars that were designed with "lifetime" fluid. First of all, they say the fluid is different than in the past and does not break down. Secondly, they say that as the transmission wears, the discs wear slightly and changing the fluid can cause more damage than not as it will cause slippage. Third, they say that today's automatic transmissions are built a lot better than in the past.
Years ago, you needed to change your transmission fluid and filter every 30K miles. Then it was every 60K miles. Now there is no filter and they say you can go 200K miles. While there may be no warranty after a time, Mazda can still be sued for saying "lifetime" and then have that cause problems. Thus I don't think it is just for marketing purposes. I think they now believe that your transmission will wear out sooner than it will need new fluid.
If there is something I've learned in the 55+ years that I've owned and maintained cars, it is that you should always do research because things always change.
BMW's used car prices started a downhill slide after they switched to that lifetime transmission crap etc. There are hundreds of guys on the BMW forums that found metal Shavings in the transmission fluid after 20k.
Plus, the guys who changed their BMW fluid on a regular cycle rather than factory ended up with little to no problems while the guys some of them being friends of mine changed on the factory schedule ended up with 10-12k worth of repairs pretty quickly after the warranty went out. Looks up the Transmission problems on BMW's. Look up the previous Mazda3 transmission problems.
Mini Coopers Misrepresent 'Lifetime' Transmission Fluid, Lawsuit Claims - ABC News
Lifetime Transmission Fluid - Do Not Believe the Hype | Columbia & Lexington Automotive Repair Center
BMW and Volvo - The Truth About Lifetime Transmission Fluids - Atlantic Motor Car
And, even in the case of BMW. They say the fluid is more expensive than transmissions and all that blah blah blah. The truth is however, over the years, there have been at least 4 different types of ATF specified by BMW to be used as Lifetime ATF. What's interesting is, only ONE out of the FOUR of these ATF is actually expensive. Two of the FOUR are about the same price as a boutique ATF like Redline D4 ATF (approx $8-$9/qt), and the VERY FIRST Lifetime ATF that BMW specified was nothing more than a high quality Dexron III(D). The very first BMW specified ATF that was specified as Lifetime was in fact no different than the ATF that was specified prior to this Lifetime ATF specification in 9/1995.
The ATF fluid that is truly expensive, is the ESSO one used in ZF auto transmissions. It can cost around $22/qt. However, in my research, I believe there may be cheaper alternatives that meet the same ATF specification as the BMW specified ESSO fluid. There is also a VW alternative that meets the same specifications and is about half the price @ $12/qt. There are even cheaper alternatives too.
Most indy shops and dealership quote the price they would charge if they used the ESSO fluid. I've called several dealerships and indy shops in southern california.
So yes, swapping out the fluid is recommended. I recommend using Amsoil's fluid as I've yet to have a vehicle go bad using that and the fluid has fixed what I and the mechanic thought we would be replacing in 3k-10k is still going strong 110k later. Trick is that you will need to flush the fluid via a drain, fill, run, drain, fill process 3 times to completely remove the old fluid then do a drain fill every 40k.
Personally, I got one of those 125k warranties with the full expectation that my transmission will fail in 5 years or less due to Mazda's crap life-time fluid decision and then I'll make the swap over to better fluids. It's already getting a little bit of slip in first and second after 20k when it's warm.