None of this fragile aluminium stuff ... steel = winter scars, paint 'em and you're good to go!
No need to be afraid of concrete kerbs ... attack! (Carefully, because we don't have much front clearance)
If you hit a curb with enough force to damage an Al alloy wheel, you're going to have bigger problems to deal with than a borked wheel (tie rods, ball joints, subframes, control arms, body, hubs...). Odds are the same impact with a steel wheel will be harder on the car because of all the energy that won't be dissipated in the destruction of the aluminum wheel will be transferred to the rest of the car.
People think that engineered failure points are awful but they really are the most awesome thing ever. Think of all of the times peoples' houses haven't burned down because a fuse blew or breaker tripped.
I'd rather have the better acceleration, braking, handling, comfort and fuel economy that come with eliminating 24 lbs of unsprung weight. Especially given that (IMO) Mazda didn't do a very good job with the high-speed damping in our struts.