I have heard the same thing the OP has said. I went to change the oil after the first 1000 miles and the dealer recomended not to do it yet but to wait until the 3000 mark to allow the additives to do their thing. Synthetic/dino debate aside, does anyone know definitively if mazda puts something in the factory oil?

 

Not an additive in the oil but a coating on the internal parts when building.