IF you've ever looked at your sensor on your cat after a drive, it will be GLOWING red. Rotary engines get really hot, so it makes sense that the cats would get really hot, too. Since there is an EPA requirement on how long cats have to last, I'm sure Mazda made sure they would be okay before they shipped the car. Basically, "in the red" is a relative term. If you put a honda civic tach in an RX-8, and ran up to 9,000 RPMs, the tach would show that it was way past the danger zone. However, the RX-8 is capable of revving that high, so it isn't dangerous to be revving that high.
Or you may have a serious problem. I'm not a mechanic, but I bet that your scanner is built on a "standard" and the RX-8 performs differently than that standard.