yup, happens on them all. In fact I believe if you have the knob anywhere to the right it turns on the ac. I always keep mine to the left of center unless it fogs up.
Quote from mazda3forums for more clarification on the AC thing:
"hey this might be news to some of you as it was to me but anyways here it is. The ac pump on the 3 is not turned on only buy the ac button. The ac pump will be on if either of 2 conditions are satisfied: the ac button is on, OR you have the vent controls set on either the foot setting (pointing up) or point on any of the settings to the right of that. The only way to have your ac pump off (and get the extra power as well as the extra mpg) is to have the air coming set on one of the leftward facing settings. (face, face/feet)
you can actually hear the pump turn on as you switch to the feet only mode."