I actually think the large under cover is a good idea. Keeps the bottom of the engine clean and dry. Ever work under a car right after driving through snow and slush?
Here a good write-up on Mazda 6 Tech:
Oil change writeup
It's for the Mazda6i, but pretty much everything is the same for the MS6.
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I would venture to say that the pan serves an even more important function than just to keep the bottom of the engine and tranny clean.
The pan is smooth and flat. Why? To improve airflow under the car, especially in the area of the engine compartment which is full of big aerodynamic depressions and obstructions. These create severe turbulence and increase drag. So, at the very least the pan is reducing some drag, and possibly helping to make airflow more consistent entering the grille into the engine compartment and then out. I wouldn't venture to say it reduces lift or increases downforce though, as the car sits too high and there aren't the other devices, such as sideskirts and rear diffuser which are needed as well.
Many modern cars are incorporating this, and every recent supercar incorporates careful underbody design (with pans like this), to minimize drag and reduce lift or increase downforce. That's how the Enzo did it without any big wings or spoilers.
I didn't find it that much of a bother to take off and put back on, and I did it lying on my back with the car jacked up a few inches. If it really bothers you, try leaving it off, and see if there is any effect.
