I was connecting to chassis (so BMS is ‘aware’) as per email from CTEK above. Mazda manual says nothing useful either way.
If you connect direct to the battery I guess there’s a risk that, whilst the BMS may not switch off stop/start, it may take a while for it to work out the battery was fully charged and potentially cause gassing for a while as it tried to further charge it itself. But who knows?!
At the end of the day connecting to chassis is supposed to let the BMS know what the charger has been doing hence why CTEK recommend it. It’s just that in the MX-5 ND case the BMS has some kind of bug/design anomaly so it can’t work it out. (Works as expected in at least some other cars, like my 2015 Audi.).l