I am not sure if this is a problem or if this is normal
1999 millenia S 2.3l supercharged

When I unlock my car using mazdas keyless entry only the drivers door unlocks and the other doors remain locked....Is there any way for all the doors to
open

It is a safety feature,simply hold the key in the unlock position a couple seconds longer and all doors will unlock.

HOLD THE UNLOCK BUTTON DOWN ON THE REMOTE UNTIL THE OTHER DOORS UNLOCK.

It is a saftey feature.

Pressing the unlock button ONCE only Driver door is unlocked.
Pressing the unlock button a SECOND time unlocks rest of doors.

This feature is on ALL NEW cars