Mazda have 5 years warranty.
My advice is to change only after warranty. Do not give Mazda excuses to void your car's warranty. Even though it might not be gearbox related issue but they have the right to void the warranty as written in the terms.
Their gearbox are sealed in vacuum from factory. The claim no need to change for lifetime of the car. Some people argue 5 years and some says until the car die.
As for me, I have not changed the ATF for 5 years. Planning to get it changed after warranty which is coming soon.
Atf oil change for Mazda6, All mazda owner, please advice