Brakes don't grab when wet

That's how the factory brake pads are. Even after washing the car, they behave like that. You'd need to change to some different pads. I use Axxis Ultimates which work a lot better in the wet. They dust a lot more though.

That's normal after driving on the highway in very heavy rain. I've gotten into the habit of applying the brakes lightly every few miles to keep them dry in that situation.

Now if this was a 99 or 2k model-- There is a revised backing (shield) plate available (after a bunch of griping) that will help with this problem. When my 99 was fairly new, I stopped at Mazdamart in Atlanta, and was somewhat shiocked to find a fairly large number of 99s and 2ks with crunched front ends. (The result of rear ending a car in front of the Miata.) I later experienced a wet brake fade under more favorable conditions (no accident or damage) Some research showed that the problem had first surfaced in Europe, and a replacement front brake backing plate (or shield) was available. Naturally the dealer and mazda customer service claimed to have never heard of the problem or the revised shield. At first, after I found the correct part number, I thought that I was going to have to pay for the swap, even though the 99 was under warrenty. I was given the first name of someone at Mazda customer relations, who was able to authorize the warrenty replacement of the shield plates. Problem solved..