Here's an interesting story related to this (though not necessarily Mazda3 related).
The new '05 Mustang has a fixed mast antenna mounted just to the right of the hood (so probably the most standard location from the 80's and early 90's). Despite this being the 'not-cool' place to locate it (the 'cool' place nowadays is where the Mazda3 has it), the Mustang engineers still decided to place it there because many of them (Detroit area) apparantly still use AM intensively and they determined the hood location performed best with the AM signal. True story!
So that may explain why AM reception is kinda bad - and also please add your location in your profile, because if you're from Detroit then I guess you just proved those Ford engineers' theory!