I've had a Mazdaspeed 3 (with a DI 2.3l turbo motor) for just over two years now, and it makes the exact same noise. Your dealer is correct that it's the DI system.
I suspect that someone will eventually rip the HPFP off and run some testing to see if it can be upgraded. When I upgraded the HPFP in my Speed3, it smoothed the engine idle out and it made less noise under idle. More noise at WOT, but... yeah
