If the driver's airbag were to deploy in an extremely low ambient temperature, the bolt attaching the horn contact assembly to the steering wheel hub may fail. Should this occur, the horn assembly may separate and could injure the driver. Dealers will replace the driver's front airbag to correct this concern. The Mazda recall number is 3906C.
 
Recalls
Recalls are issued for cars with safety-related defects or problems
2006 Mazda Miata MX-5
Horn Contact May Separate from the Steering Column During Airbag Deployment
Body, Interior & Misc., April 28, 2006