I understand your concern about the tire wear ratings. Unfortunately, they are very subjective and differ greatly from manufacturer to manufacturer. I don't use those numbers when I shop for tires; however, I do use the traction and temp ratings given by DOT. When I shop replacements (the ASX's are great!), I look at overall ratings and the mileage warranty given by the manufacturer. I don't think Mazda will do much for you, as tire wear is related to many factors: rotations, driving style, pressure, road conditions, temperature, alignment, etc. If you can get 30-40k out of the ASX's, I would call that great and be comfortable with that. In general, Mazda's are a little harder on tires d/t the performance setup (slight neg rear camber) than an average car, such as a Civic or Camry. I'm willing to replace tires a little earlier for that advantage. Next time you see a BMW, look at the rear camber, it is remarkably similar...
As an aside, I also have a Mz3, and it wore out the OE Goodyears in about 18k. I replaced them with a set of BFG's. Not only is traction greatly increased, they are wearing like iron and my mpg increased. I did step up to a 215/50/17 size, as they seem to fit the rim better and took care of the very slight speedo error. I think you'll be fine with a quality tire change.