On the highway is where you'll notice you're driving a small, light car, and that's not always a great thing. Right off, there was fair amount of road noise, and passengers noticed a lot of wind noise. That can be common for lighter cars, because they don't tend to have a lot of sound insulation. Neither noise was intrusive.  

The steering is lively on the highway. I never felt like the car got twitchy, but other editors who drove the Mazda2 said the steering was too light at speeds above 70 mph.  

If I liked the automatic for cruising around town, the highway was one place where I really preferred the manual transmission. The automatic Mazda2 runs out of steam at high speeds, and I think that's because it could use one more gear. When you want to pass, what you get is pretty much what you'd expect from a small, four-cylinder engine: a lot of noise but not a lot of surging forward. This was less of a problem with the manual.
The Mazda2 absolutely shines in one aspect of highway driving: its ride. You hear the car go over expansion joints, but you don't really feel it. Also, some small cars — notably the Honda Fit — seem to porpoise over lumps in the road, but the Mazda2 really soaks them up. I took the Mazda2 for a weekend of bike races and came out of it as fresh as I have from some other, larger cars — maybe fresher. Whoever tuned the Mazda2's suspension should be commended, especially because the Mazda2 takes curvy highway on-ramps pretty flat, too. It's tough to get both of those attributes in one car.