Up until '06 HIDs were an optional package bundled with TPMS which was available on all s-models independantly of leather. Most dealers however only ordered them on fully loaded cars, and unless you special ordered a car with that option you weren't likely to get it without all the other stuff.

The halogen unit doesn't allow you to raise and lower the beam outside of the height adjustment screws on the headlight itself, and all headlights have that. The OEM HID headlights in the US have a manual leveling system with a control dial to the left of the steering wheel by the dimmer dial. Mazdas in Europe have auto-leveling as it's required there for HID equipped cars. Mazda just chose to save some money with the manual leveling in the US. Light leveling should always be done against a flat vertical surface, and the top of your beam shouldn't go above the bottom of a side window on another car.

 

I am in Europe (Netherlands) and I have manual leveling.
If anything I would like to see better speedo dial/lighting for next models.

 

I retract that! :P I know some European countries require auto-leveling for HIDs..... I guess it's just not all.

 

If it's any consolation, I was under the same impression as you... that they were required in most/all Euro countries. Sure seen 'em on a lot of Euro cars!!