Some thoughts on this:
1. How do you know if the DSC is disabled or not? Are you sure you're not feeling the rear drive clutch engaging and disengaging as you're tossing the car around? If you turn off the TSC system via the dash button and you toss it around in the snow, does the TSC indicator on the instrument cluster still start flashing at you like it should when TSC is explicitly on?
2. Some models have an indicator light specifically showing "DSC OFF" on the instrument cluster. CX-3 does not. It only indicates if TCS is off and they use the same indicator for activation of both TCS and DSC. On CX-3, when the DSC or TCS engages, the TCS light will flash. Does it still behave that way when TSC is turned off? If the indicator on the gage cluster is not flashing then it's not the DSC causing the car to fight against you putting the car into a slide.
3. Comparing to a Subaru for possible signal wires to cut or disable may be pointless. They are two completely different manufacturers using an almost completely different sensor array for controlling behavior of the drivetrain. While both manufacturers may be using steering angle inputs for both TCS/DSC, that is only one of the possible inputs to control those systems. Both manufacturers use multiple sensors to determine when to engage their DSC system. Mazda goes a step further on CX-3, though. Mazda also uses steering angle as one of the inputs, among many others, to control the clutch that engages the rear wheels. To the best of my possibly out-dated knowledge, Subaru varies torque split, but they don't completely disengage any of their driving wheels. Also, be aware that if you put in some sort of hardware defeat or cut wiring to disable the DSC system, be careful that you don't wreck your car. If your insurance company found out, they would likely not cover any damage claims if having the system on could have prevented the claim in the first place.
4. Unless something has changed in their drivetrains in the last several years, Subaru's full-time AWD systems never fully disengages the front or rear wheels with the exception being the STI which can send 100% power to the rear wheels and effectively disengage the fronts via their DCCD controller. Subaru's approach on this may have changed in recent years to try and eek some more efficiency out of their cars, I'm not sure. I haven't researched it recently.
5. Subaru's full-time AWD system is naturally going to be more consistent and predictable than a system that can dynamically and automatically engage/disengage one set of wheels on the fly. This was something that jumped out at me the first winter I had the CX-3 after previously owning 3 different Subarus (2002 WRX, 2005 Legacy sedan, and 2010 Forester). In good conditions, the transition from FWD to AWD is very seamless most of the time in the CX-3, but it can be very pronounced in poor road conditions like you guys are talking about. It's something I've definitely noticed even in the rain. Sometimes the TSC light will flash when it happens, but it's been pretty rare in my observations.
6. By way of comparison with the Speed 6, Mazda says it can vary power to the rear wheels from 0-50%, but the times that it's allowed to drop that rear distribution to 0% are very limited to situations where you'd be very hard-pressed to notice. Finally some proof of FULL TIME AWD - Mazda 6 Forums : Mazda 6 Forum / Mazda Atenza Forum
7. This is off-topic, but it's a fun story. Well, I think so anyway!
I have a friend with 1991 Dodge Stealth R/T. That car features a rather exotic all-wheel steering system in addition to being AWD. The fancy steering system only engages at a certain vehicle speed or higher. My friend has never let me drive his car, but he tells me that it gives a very weird feeling if you're corning right at the transition speed where the system might engage and you suddenly find yourself having to adjust your steering to prevent a sudden on-set of over-steer and then you might instinctively want to let off the throttle a bit when that happens. Then you slow down below the activation threshold for the steering system and then the system turns off and now you're under-steering and you have to correct again. The control logic and activation/deactivation weren't particularly seamless with the tech from that time. If you're not expecting it, it can be a little disconcerting.