MX-3.com

This was a standard feature of japanese cars before remote entry/alarm was standard.

I've dealt with Mazdas from the mid 80s through the mid-90s and all of them had this feature (323, MPV, MX-3, B2200). I've also dealt with old datsuns and nissans (200SX and 300SX) and they had this feature. Hondas used to have it until they all came with alarms as standard equipment.

This is really quite odd. Although I do agree that it's a deliberate feature that was intended to keep you from locking your keys inside by accident as many vehicles have this feature, my 95 doesn't offer it. They ARE power locks, and they lock all the way when I push the switch on the inside of the door; I've never had to lift up the handle to lock the door properly. And mine is a later model than most of your guys's. :p

I'm pretty sure someone else also mentioned that they did not have to hold the handle up with power locks... Perhaps it's only something with manual locks? Both of my MX-3s have (and had) them, so I don't really know any different.
I'll tell you what feature I do miss though. The 92s and I think the 93s had this little button on the door that read "touch". They were great cause you wouldn't get shocked when you're getting out of the car. My 96 doesn't have it, and I was disappointed. lol

I have this "feature" on my 94, and had it on an old Toyota as well.
I have noticed though on the Mazda that sometimes it locks when it technically "shouldn't" on the passenger side, it's a 50/50 thing, probably related to the power lock (which has always been a little flaky, especially in cold weather)... sometimes you have to hold the handle, sometimes not on that side, it may finish locking after the door is closed though (in the winter it sometimes doesn't trip the solenoid for 2-3 seconds after the driver's side is tripped). Remote entry and other changes would throw any theory off, this is only for stock locking systems.
It actually is a handy feature, if you have an "oh sh**" moment as you close the door, you can let go of the handle (rather than trying to catch the door before it closes and slamming your fingers in it), and it'll bounce open (my driver door won't even close if the handle isn't held while lock is on, it just bounces back off the latch, a great way for me to realize sometimes I HAVEN"T locked the door "why did that close when I didn't hold the handle? Oh yeah (open and lock)" So it has some purposes, of course it can be annoying too, especially telling someone "did you hold the handle" on the passenger side, and telling them "oops, open it and lock it and hold the handle" only to find it locked that time. Or vice-versa, thinking it's locked, and then they just open the door... one of the funny quirks of our babies.

all 3 of the ones i have had did it, 92 RS, 92 GS and 93 GS