5W-30 will objectively protect your engine better than 0W-20 due to its viscosity. This is really important for turbo motors, less so for the NA motor.
It depends on the additives in the oil which protect the oil base (viscosity) from breaking down.
But yes, 0w20 is too thin to begin with.
The oil in the turbo motor will get hotter and needs the viscosity protection (oil breaks down and thins out at high temperatures).
Especially as it goes through the turbocharger. Also, your turbo engine runs considerably richer than the NA variant.
0W-20 produces less drag. Less drag, more friction. Pick your poison.
We are talking about a small difference in friction and drag here.
Maybe use 5W-30 if you live in a climate that is just always hot, like near the equator.
5w30 serves as a good mid range for most conditions. Near the equator, I would certainly prefer thicker.
0W-20 would be more desirable this week here in Nebraska because we are experiencing temps below zero. Sometimes as much as -20°F, the limit of 5W oil.
For sure.
In short, the owners manual in other countries specify that up to 10w50 is fine for these engines. Why 0w20 only for north america? it is suspicious. I have not used it in my vehicle for many years. (300,000KM 91 octane tuned skyactiv 2.5 NA here)
if 10w50 can clear the internal tolerances of this engine, it was NOT designed for only 0w20 oil. 0w20 wasn't even a thing when Mazda was designing the engine. It was designed for a wide range of viscosities. Can you imagine how thin clearances inside these engines would have to be to only accept 0w20 oil???
In short, so long as the additive package in your oil is sufficient, you're fine. But, I would not use 0w oils unless it is like -30c steady outside.