I just had this same problem on my 06 at 44K miles. Took it to the dealer and ending up with a brand new engine out of it. At first they said it was "some" spring in my engine. Well they ordered that part and when they replaced it all of a sudden no compression. It ran and drove just fine when I took it in for the repair but, somehow after they fixed it, it had no compression. Anyway, the dealer sent the info in to Mazda and they said to just give me a new engine. I'm pretty sure the dealer was the cause of me getting the new engine, due to negligence, but I would still take it in to get checked out. I dont know if this helps but this was my experience with this problem. Let me know what happens, I'm still curious as to how a different dealer would react to this problem.