Yes you can install a fairing on the OEM Mazda roof rack. However, you have to buy the Thule 871XT 38" fairing so it clamps to the square load bars. Also, you'll have to give up opening your sunroof, something I couldn't bring myself to do because I use it daily. So... I opted against a fairing and ordered the OEM Mazda moonroof visor for two reasons:
1. Because I like the way it looks
2. To see if it minimizes the wind noise when traveling on the highway with my sunroof open.
By the way, I also confirmed with Thule about the impedance of the fairing with the sunroof and they confirmed that the fairing was designed for models without a sunroof or the cancellation of the usage of the sunroof.
Lastly, the Inno or the Yakima fairings will not work on the OEM Mazda roof rack without modification because the Inno and Yakima racks use a round type of load bar instead of square.