I don't understand why people claim Mazda lied or exaggerated their fuel economy.
The EPA fuel economy numbers are backed by a very specific process, there is no choice in the matter. You follow the testing process to the letter and it yields two numbers.
The 2017 process has changed, especially to make it more realistic for highway driving. You can claim cheating if you know they on purpose modified the process or tinkered with the test vehicles. This would be a hard claim to prove and currently I have no reason to think this is the case.
In fact, if the 6 dropped 5 MPG highway, it probably shows that the latter test was conducted properly and without cheating, which gives some level of confidence that there was no cheating also on previous tests.
You can also claim that Mazda built the Mazda 6 to do well only on the EPA test but not for other situations. This might or might not be true, but is it cheating or exaggerating? No. In fact, the 6 absolutely can get 40 MPG on the highway, if you follow the older EPA test. If they did that, can you be unhappy with them? Of course, but claiming they lied or exaggerated would be a false claim.
While the 5 MPG highway drop is pretty shocking, average/combined MPG has barely been impacted. I know you could get a 6 with EPA 40 MPG highway only with the i-ELoop capacitor, which is not available on the CX-5. Without the i-ELoop the drop between 16-17 is 3 highway MPG none city and 1 combined. The new combined without i-ELoop is 29 MPG. On Fuelly, hundreds of real-world drivers are getting 30.6 MPG on average, which is closer to the old EPA combined value.
This probably says that i-ELoop is not very effective.
Owning a Mazda 3 2L, which also has old EPA 40 MPG highway, I can tell you that 40 is attainable, but difficult to get on the highway.
Owning a CX-5 AWD I know getting 30 MPG is not too difficult.
However, most of us don't own a Mazda 6, so I don't understand why you are so quick to judge based on this, yet ignore the CX-3 results. Because it does not fit your theory? Let's wait and see what the new numbers would be for the CX-5.