I only have the second generation car. It comes with only 2 warning lights, a DPF and an EML. Both of them are related to the engine. I registered to the forums when I bought it and my impression since then that if you have a Mazda diesel, you run a high risk of running out of engine.
Before I read all posts, somebody was asking about the 3rd generation. Somebody told him that these engines continue the same pattern of self-destructing. More and more posts are all asking for advice with engine problems and warnings.
Modern cars are a bit overcomplicated and modern driving conditions are not suitable for these cars. So the combination of the 2 leads to more problems which is fine but most people survive on finance and this is where all the problems start.
Anyway, I did not mean to offend you or your car. Most people do not post on forums, on keep a car diary to show the problems. So I am not sure if you can rely on lack of information to show that there is no problem.
Would you like to tell us what the dealer told you about your warning? I got an EML once when I went to the fuel station. I read online, found various problems but when the garage scanned it, they did not find something to fix. They reset it and it never came back. Maybe you are that lucky as well.