Hesitation from 3rd to 2nd

I have an 2006 Touring. Auto obviously. I have this 1-2 second hesitation when the tranmission shifts down from 3rd to 2nd and it is very annoying. It feels sort of like the trans is trying to think before shifting down to 2nd.

Scenario: coming to a red light on 3rd gear and light turns green, accelerate, 1-2 second hesitation then shifts down to 2nd.

I have taken it to the dealership and asked to check if all latest software is up to date and they have even showed me the print out stating "no other updated software found for this vehicle" from the scan tool they use to upload software. Does anyone else experience this hesitation, and if so, has it been taken care of or know what the roots of it. Thanks!

What color is your ATF? Red, purple, brown, or black?

Also, does this happen in auto mode or manual mode?

Just got a trans flush at 45K at a Mazda dealer per their recomendation, so I am not sure what color it was but I would assume that now is a nice clean red. The trans feels fine shifting and downshifting otherwise... even in manual mode, and yes this happens only in regular auto mode, although now that you mention it it does not hesitate in manual mode shifting from third to second but it does seems to take a split mili-second more then from fourth to third and second to first.

So I got my MZ5 back today after taking it to the third and last dealer for a diagnosis about this trans hesitation. Apparently it is a normal characteristic for the trans to shift that way. Before the 2005 fire occurence because of a few knuckle heads that drove their poor little MZ5 on manual mode at a consistent 70mph on 2nd gear (causing the fire issue, when first released). The updated PCM reprogramming that dealers had to do prior to delivery or pulling the sold MZ5's out the streets, put a delay or retardation on the shifting of the trans, which caused this "glitch" to appear on all 4- speed autos. It also (if you notice) uncordinated the shifts witht the number display in the cluster that reads the gear the vehicle is in. In other words, the number on the cluster shiftsa mili-second before the actual transmission does. Mazda knows about this problem but since it has not gotten many complains about it (which surprises me) they decided to just leave it alone and fix the problem when they introduced their 5-speed auto in 2008. So there you have it in a nutshell. I guess I will have to live with it until I decide to trade my MZ5 for a new one, but this time I will make sure to get a manual trans instead.