All automatics have a fluid coupling known as a torque converter, and some have "lock-up" torque converters that actually get hard-engaged by a clutch at a certain road speed. On our '87 745 (RIP) and '94 945, the lock-up happens at 80 kmh and is not normally felt. When you do feel it, it is very much like a shift into a slightly higher fifth gear. The AW71 is a very "positive" automatic, with very little torque converter loss or slippage compared to many out there, so the lock-up is subtle.

Maybe you friend's Mazda is set up so that at lock-up the torque converter is still slipping quite a bit, resulting is a very noticable sensation of a shift.

If yours is working OK, at speeds above 80 kmh a jab on the gas should result in no sudden increase in rpm, just as if the car were a standard. Unless of course the jab is hard enough to kick down a gear.