Given the circumstances I think you have done well to get this repaired at half price but…
I thought important stuff like suspension should be covered by any warranty worth a jot. Can’t see why it would be specifically excluded as shows a lack of confidence in an important area on the car being sold. Does it actually say suspension excluded from warranty on the receipt?
Personally, I think you have done VERY well to get them to replace it, return it on a trailer and going half’s is also a nice gesture.
I would find out what make they used and put your hand in your pocket and put a new one on the other side.
(Best practice for many reasons to replace in pairs).
Unless you are one of those that can peel a banana in your pocket with a boxing glove on of course.
Just an opinion as you asked. 
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If the car drives fine, I woldn’t sweat it worrying about the other shock absorber. There are lots of things you should replace in at least pairs; springs, shocks, tyres, brake discs, brake pads, brake calipers.
The airbags in my Jag are £800 a corner; no way am I going to replace a pair if one fails. But then, they don’t wear like shock absorbers.
If one failed due to wear and tear, then the other will not be far behind. Aftermarket parts tend to differ slightly from factory. So if one unknown reboxed shock is replaced, its going to hard to find a matching unknown reboxed shock later on. But on the other hand, the shock that failed might have failed due to a manufacturing defect. But I am assuming the dealer fitted a Mazda part. You were lucky; some dealers would have fitted a functional part from a scrapyard. Which is what the supplying dealer of my Jag wanted to do when the suspension airpump displayed some problems. I persuaed him to let the car be repaired locally, and I’ll go halves on the bill. Saved him having to fetch the car, and I got a brand new Jaguar part fitted by a specialist.
There are probably many owners of 10 year+ MX5s driving around unaware that the calipers have all been replaced at different times, that a single shock only was replaced by the supplying garage, that the apparently matching brand tyres were carefully selected from a pile of used tyres.
I wouldn’t worry further about it, unless the car has a problem.
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the reason you would replace the shock absorber in pairs is 2
a) springs sag, so if you have a new spring on one side, the new one will be at a slightly higher stiffness to the older one. you may not notice it in heavy cars but the effect will be more evident in a light car as the mx5
b) seals are the internal components of the damper. if they old you either have a non working shock or degraded damping due to age.
This is why you change the shock in pairs. I wouldn’t care doing it in a van or a work vehicle but I’d definitely do it in my daily or sport car.
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I don’t disgree. Best practice is for all 4 springs and shcks to be replaced, along with fixing bolts, nuts and washers. Replacing only 2 shocks, in that context, is sub optimal. Replacing just one shock is even more sub par. The OP should be replacing all 4 shocks out of an abundance of caution, but that is costly. The supplying dealer won’t do that, nor will they replace the other shock if there is nothing wrong with it. The same would happen if a caliper was sticking; you wouldn’t get a dealer to replace both calipers on the axle, along with the discs and pads. The OP has the choice of spending ~£700 for full suspension refurb, to be assured that the car is handling exactly as Mazda intended. Or spend £300 to replace a shock, because of forum advice. Or just decide for themselves if the car feels fine.
Ultimately, we don’t know whether the shock replaced was bad or not. And I never replace shocks in just pairs, I always replace all 4 shocks at the same time.
The car in question had developed a noise. The local garage hadn’t a clue. The supplying dealer had the car for a while, and returned it with a new shock fitted, and noise gone. Was the cause of the noise disappearing because a new shock was fitted (probably) or because the assumbly had been taken apart and reassembled (possibly).
Shocks are also replaced due to external damage. The rubber gaiters on NAs an NBs aren’t just there for looks, but keep dirt out of the seals. Yet, most NAs and NBs will be going around on totally shredded gaiters. Replacing these extends the life of the shock. But any MX5 can have a shock that suddenly fails before any of the others. Can happen at any time.
And if you follow the recommendations of Mazda’s engineers, you would be replacing all the shocks on a MX5 every 60k miles or before. Few do. After 60k miles, the Showa shocks are performing outside of the specification intended by the manufacturer, and the handling is subpar.
Wow, didn’t realise how well the prices of Mk 3.5 had held up. I part-exed my 2010 sport tech with 20K on it (in unmarked immaculate condition) 5 years ago for less money !
Not so much NC prices “holding up” but used car prices, especially for late moels, generally increasing. So if a resale value for a NC was influencing a decision to buy a new car, the net change probably is the same.
On mainland Europe prices for facelift NC’s have held up very well, besides the second hand market also getting more expensive; for the money of the newest NC’s you can also buy an equivalent ND here.