Opening a new thread so as not to further hijack the 2008.5 gas cap thread topic.

Anyway, I went and checked all of the headrests in both my wife's 2005 Sport Hatch and my new 2008.5 Speed3 as noted. As I figured, all of them move freely upwards if you pull on them and will stop at the last setting. You need to push in the button to actually remove the headrests. They will also not come back down unless you push the button in to lower them.

As I made mention before, all of the Mazda's I have ever driven have been like this, although granted, the headrests in the Protege were of a different design and not so easy to push up, nor pull down for that matter.

I doubt very much this is a defect as otherwise, this would have been addressed. Sounds more like a quirky and somewhat silly design issue unless there are specific reasons the headrests were designed like this...