My opinion.
I believe its because vauxhall and fords are cheap and cheerful. Cheap to insure for young people, cheap road tax, good mpg across the range, cheap to fix or buy parts for, cheap to modify.
Mazda althogh very well kitted and I believe are superior build quality can be more expensive to run. Tax for example, when I tell people how much I pay for on my sport they say "how much!?!?" For example a Focus ST is around the same amount as the Mazda 3, 2.0ltr sport. That to me makes no sense. The new Fiesta mk7 tdci costs just £20 road tax!
Then parts, Mazda parts are crazy priced compared to when I was buying parts for my fiesta.
Then their is the front of whats "cool" to the young generation. Hatch backs are the in thing. Corsa do special editions and sell like hot cakes, fiestas, puntos etc its the first name you think of. Their is of course the Mazda 2, but is it the first car you think of? I agree with advertisement, Mazda aren't putting out as much as other manufacturers do in my opinion. Don't get me wrong I think the Mazda 3 is one of the "coolest" cars on the market, the main reason I went for one. But i also went for one because they are unusual to be classed in with younger drivers as "modding" car (I know now why as its quite hard to come across modifications unless you go DIY). Peoples views on me have went from a boy racer with the fiesta to a settled family man with the mazda. Although my driving style hasn't changed in the slightest. You pull up next to me at the lights wanting in, I ain't gonna be making it easy!

In America and Austrailia I think mazdas are more suited. Big engines across the range, good for long distance trips racking up the mileage. America especially are popular with the modding scene. Parts are falling off the shelves for them.