Simply a matter of supply and demand. There are fewer people that think they want a Mazda 6 so it sells for less on average.
On autos.yahoo.com, nationwide I find
75 x Mazda3 under $8K, low price $5.5K for a 2006 w/100K miles
153 x Mazda6 under $8K, low price $4950 for a 2005 w/102K miles.
Young buyer's would generally be considering the Mazda3 the more "sporty" one, and maybe on paper they look similar, but the Mazda6 would seem like a "bigger" car, even if just a few inches and a few hundred pounds, the result would be to expect that the Mazda6 doesn't "zoom zoom" quite as well as the Mazda3.