This type of setup requires a spacer plate between the steering column and body; something to do with the fact that the bent stalk design was originally intended for airbagged cars, but later Mazda just made it standard for all cars.
I recently replaced my 1996 factory Momo wheel for a black leather Nardi Classico off an older car. It took me a little while to figure out why to new wheel rubbed my knees; the later steering wheels have an off-set boss, because of the installation of this plate (this plate appears to function to delay, momentarily, the collapse of the steering column in a crash, needed for correct airbag deployment). I removed the plate, and voila, no clearance problems. But I found the top of the cowl trim now rubbed on the dash a little, causing it to not fit very well. With a little fettling, I improved it a little, but every now and then, a snap off panel on the topside of this trim will pop off. This cover also rubbed on the steering wheel a bit, so some trimming with a knife took care of that.
Here you can see the spacer plate:

And with it removed (LHD Miata, but its the same))

On my car, the spacer plate visible:

And the plate removed:

Where the Nardi boss had rubbed the shroud:

And the shroud moulding in profile; by trimming this a little, I eliminated all rubbing (so the shroud didn’t move with the steering wheel)

And for reference, an earlier non-airbagged car; note no pin on the steering column. The plate allows a pin to engage, and mometariyl delay a column in collapsing. It serves no purpose in a non-airbagged car. But note, if you fit a non_Mazda wheel to one of these cars, be sure to remove the plate.

You can see how offset the factory 1996 Momo boss is here, to correct for the plate:
