Did you by chance pull up on the parking brake switch or step on the brake before putting it in service mode?

From the sounds of it, it seems like you somehow fully extended the caliper pistons before putting it in service mode.

I just did the brakes on my 2018 Mazda 3 and didn't have an issue. However, I made sure it was in service mode before removing the calipers. And I also never stepped on the brake until after the calipers were fully reinstalled.

The only thing you can try to do at this point is to make sure it's in service mode and then try to compress the caliper pistons back in.

However, with them being fully extended, there is a good chance you broke the seal on the piston and they may start leaking brake fluid. I've heard of this happening to others on this sub. If that's the case, you will either need a new caliper or have this one rebuilt.