The taper is actually a better (and simpler) way to keep the hub tight to the shaft without the possibility of the torque applied to the steering wheel causing the hub to permit the wheel to rock.
I agree that you either have the correct hub adapter or you don't, but it looks like that particular Mazda hub adapter could have a taper cut into it without much effort provided you can maintain an acceptable amount of tooth engagement when doing so.
Personally I'd be curious about the Porsche shaft and suspect that there might in fact be a taper cut into the splines, i.e., the od of the front of the splines is smaller then the back od.
This would be particularly important depending on the metal alloy used for the hub adapter. If it is an aluminum casting, then potentially it will wear faster and a rocking will eventually occur without it.
A hub adapter isn't something that you really want to screw around with by yourself to make it fit. It's best to get the exact right part you need to begin with and as Larry points out, don't mess with the original engineering design. It was done for a reason and you shouldn't presume that it is for redundancy?
Personally I've screwed up plenty by mis-machining on the lathe trying to outsmart everything. I still get adventurous and if making mistakes makes one smarter, I must be a genius by now? Somehow that just hasn't worked out that way though?