Possible Causes

WARNING: This page is about a different car, the 2003 Mazda 6. However, it is still accessible from the selected car via links, so may be relevant.

Possible causes are:

Connector or terminal malfunction
Neutral switch malfunction
Open circuit in Black wire between neutral switch 2-pin harness connector terminal "A" and ground
Open circuit in Blue/Red wire between neutral switch harness connector terminal "B" and PCM 104-pin harness connector terminal No. 64
PCM malfunction
Short to ground circuit in Blue/Red wire between neutral switch harness connector terminal "B" and PCM 104-pin harness connector terminal No. 64