That is a very good idea, but I would think he/she will simply state
the fact that any change voids the warranty.  And it is certainly true
for the part itself.  Mazda is *not* going to warranty any aftermarket
exhaust, say.  The less straightforward issue is when you replace a part
and something else fails.  Suppose you replace the exhaust and, say, the
gearbox fails.  A dealer might try to argue that the excess heat due to
the aftermarket exhaust caused adverse conditions on the gear box.  That
sort of thing might be true or not true, depending on what was replaced
and what failed.  In any case, you are at risk.  Even if reasonable people
will assume your modification did not cause the failure, you may have
to go through a lot of hassle to get a claim honored.

If you replace intake, intercooler, or CPU, and your pistons get destroyed
by knock, I can tell you right now that you will be buying a new engine
yourself.

Leon