It's normal - pressing the throttle hard will use a lot of fuel whereas lifting off the throttle uses little (or none at certain settings)

Oh cool, so I shall not worry? What may cause this, is this normal behaviour? Design error?

Your display can show (almost) instantaneous consumption, which will depend on where your right foot is, or long-term consumption, which may not have been reset since you got the car. If you aren't sure how to reset it, check the handbook.

Oh cool, so I shall not worry? What may cause this, is this normal behaviour? Design error?

Not an error - the system uses the long term average for the speed and two - instantaneous and long term (i.e. taking into account all driving since the battery was installed and the system funning) for the fuel efficiency.

As others have said, the instantaneous fuel efficiency will bounce all over the place as you use the throttle (gas) peddle to varying degrees (you'll be surprised as to how much it varies).

On the other hand, the long term averages will change less and less as the car ages, unless the system gets reset if you change or disconnect the battery and the historical data is lost.

Not a design fault, but a design feature. What I don't like is that my 2005 car (same engine) can only display either L/100km, L/100 miles, not miles per (Imperial [UK]) gallon. Not sure whether that was an error by Mazda or just because my car was in import from Cyprus rather than full UK spec.

Needless to say, my car's long term fuel efficiency sits around the 7L/100km mark and barely moves.