The brake calipers can go bad due to rust which can seize the brake pistons in the bores that will degrade brake performance.  Under brake, the vehicle will tend to pull towards the side with the working brake caliper, as the opposite side brake caliper is not doing it's job.  Since one corner of the vehicle is not doing any braking force, braking becomes uneven for the entire vehicle.  This tends to pull the car to one side under braking.

If you do not bleed your brakes properly at regular intervals, brake fluid can absorb a lot of moisture.  This moisture will rust parts internally, like the brake calipers.  By bleeding your brakes regularly, you can minimize the oxidation.
FC3S Pro:  Problems, Components - Brakes, How To Bleed

Sometimes internal o-rings can fail and cause the brake caliper to leak brake fluid.  In this case, the brake caliper will need to be rebuilt.  Mazda offers a rebuild kit that replaces all the internal seals.  If you do try an attempt a rebuild with the Mazda rebuild kit, the bores and pistons needs to be in good shape.  Any rust or pitting can cause the rebuild job to fail.  You can buy rebuilt brake calipers from almost any auto parts store or from the Mazda dealer.

Check the brake line fitting to brake caliper body to make sure that isn't leaking.

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