^^^ yeah I was gonna say the same thing... FWIU, the problem is that the key will remove after shutting off the car, but in fact, the key was not turned the entire way to the off position. Therefore it creates the situation where the key will unlock and be removable, but the car's computer still thinks that it's turned onto Accessory.
If it happens again, reinsert the key and make certain it's turned the entire way to 'OFF' and see if that fixes the problem. If you find this to be an issue, print out that TSB that Mazdadude linked to, and take your car into a dealership at your convenience (it's not a critical problem). Explain your problem and have the TSB handy if they have no clue what you're talking about.