Having grown up with the Mazda cars, when I came upon old ads for these bulbs, I wondered if there was a connection. Turns out there kind of is. GE picked the name as it was the highest level of spirit in the ancient Persian religion Zoroastrianism. Ahura Mazda apparently actually translates to Mighty Wisdom.
The company licensed the name to other companies, including Westinghouse- above- as well as Toshiba who marketed the bulbs in Japan. No connection to Mazda automobiles except according to Wikipedia, the Mazda Automobile company says the name refers to the Goddess of Light.