If the reception with the car radio is poor, there may be a defect or the antenna performance is too weak. You should get your vehicle's antenna connections checked.
If there is no defect and connection from infotainment system to antenna is secure, then poor reception might be due to poor performance of Mazda's radio system. On older models the quickest fix was to install aftermarket stereo system and antenna to boost radio performance, for example Kenwood stereos have good reputation for high quality radio reception. But in 2020 Mazda3, its not possible to install aftermarket stereo as there is no space for it in the dashboard.
You can use radio streaming app (like "Radio FM" on Play Store) on your phone and play it in your Mazda via Bluetooth. But this method will use your phone's data.