That is a correct statement of law. Well presented @Paul Mafinga! What do we realistically do if our dealer says, "sorry Charlie," you mod caused this problem and we are not going to repair X which failed as a result or your mod (even though we totally disagree with that assessment)?
Our first step would be to appeal our dealer's decision to someone higher up in Mazda world. But what if we do and that "Mazda appeal" person also says, "sorry Charlie," then what do we do? Start with hiring attorneys and/or automotive specialists to try and win a lawsuit. All costs are now on us if we do not eventually succeed. So if the repair from your mod would be a $475 item, how quickly do we get to that amount in attorney's costs? OR, we instead choose to not pursue an attorney/law suit process and just pay the $475 to have that part replaced?
As @Paul Mafinga so correctly noted, your changes of a "related or downstream" part failure as a result of your unrelated mod are slim, especially with cat backs, aero kits and similar. However, when we start to deal with significant intake mods, tuning our motors, and similar, the odds of a "Mazda warranty denial" quickly move away from "slim."
We each get to choose our level of financial risk versus our mod benefit rewards, but just because the law is on our side, we still need to individually decide what we are comfortable with. I do not even have my Mazda 3, and already have a mod list of 26 things I am going to do on it. It will not involve tuning it -- though I have many friends who start motor tuning within weeks of their getting their new cars. My mod list will involve many things other than tuning my motor.
Love that we each get to make informed decisions as to our mods vs. potential consequences.