I know Ford and Mazda have ties but ... WTF? Motorcraft plugs in a Mazda? Someone at Autozone doesn't know how to read their friggin' parts screen.
Having worked there, myself, I know that it'll list just about ALL brands for ANY make, as long as there's something listed that will cross-reference to it. Therein lies the problem. Cross-referenced plugs are not always a direct fit or replacement. The Motorcraft plugs you had in there might have been a totally different heat range that placed the electrode so far back into the plug hole that it wasn't deep enough into the combustion chamber to actually get a consistent and/or effective ignition. Why it would only do it on one plug is kinda weird, but still ... if you replaced them with NGK's or Denso plugs and THEN it worked, I'd say that was likely the case.
Import cars need import plugs, and domestic cars (generally) should have domestic-brand plugs - not because of performance differences and such, but because most Asian imports use Denso or NGK plugs from the factory. Likewise, most GM cars use AC Delco plugs, most Fords use Motorcraft, and MOPAR uses ... uhhh ... whatever they have laying around, I guess.
But in trying to cross-reference an import plug to a domestic, they just try a "well, that's the closest fit we make" kind of approach, and that can yield some crappy results.
Glad you got the car workin' good, though. Are you taking the injector back? I would - it was the 'Zone's fault for having crappy cross-referenced plug numbers in their system in the first place (and a dummy working behind the counter that thought Motorcraft is OEM for Mazdas).