Just for the information of those who may face similar issues:

For 7 months nobody could detect any problem in my RX8 which was giving this code at leasr a month. At Mazda they were saying that all indications are ok and they can't imagine where the problem is.

Finally I took the car to a capable diagnostics engineer who detected that the problem is the sparks. After changing sparks, for the first time, code P0171 disappeared and a more clear code was now indicating coils failure.