I hear you. I had the same problem with my Mazda RX8 I traded last year. Mazda required 5-20. Everyone knew that was too thin for the high revving engine but Mazda said using anything else would void the warranty. Lots of engine problems especially in the Southwest where temps soar in the summer. Everywhere else in the world Mazda requires 5-30. Why thinner oil in the US? CAFE standards. It was cheaper for Mazda to extend the US warranty for their engine to 100,000 miles, after many owner complaints, and replace the ones that blew than to pay the fines for exceeding fleet mileage standards.
I have been monitoring my mpg with ac use for the past week. I clearly see a difference in mpg when the AC is full (6-7 bars) vs. 2-3 bars vs. no AC. With full AC, I am in the high 30s; medum AC - low to mid 40s; no AC gives high 40s and low 50s and once as high as 60mpg. I will try to plot a graph and load it here.