You are so lucky! Mazda are doing things right! Have you ever noticed that bicycle pedals have opposite handed threads on opposite sides of the bike? The problem that this avoids is called "precession". If the threads were the same on both sides of the bike one pedal would unscrew itself!
Similar things can happen on motor vehicles and trailers. The precession p roblem is worst on "lug-centric" wheels. These are wheels which are a slopp y fit on the hub and rely on the wheel nuts to center the wheel and carry t he weight.
The more modern type of wheel is "hub-centric". With this type of wheel an d hub the hub spigot is a snug fit in the wheel. One minor snag is that af ter a little rusting has taken place removing the wheel may need a hydrauli c puller! With such a good fit one can surmise that the spigot carries most of the weight. Precession does not seem to occur to any great extent on t his type of wheel as the nuts are just clamping the wheel in place instead of carrying the weight.
IMHO lug-centric wheels can give a lot of trouble on the left hand side of vehicles (especially on heavily laden trailers) One good modification is to fit longer wheel studs that will accept a Nylock-nut on top of the wheel n ut. Thread lock is another get-you-home method if the nuts loosen persisten tly. Superglue is also extremely effective! Good luck!