The S15 was just a facelift of the S14, proven by the fact that most oily bits fit both (speaking as a former S14a owner).
The real reason the Z33 is so heavy is because it's a cut 'n shut of the V35 Skyline saloon. It's a foot shorter but the extra bracing for the big hatch means it ends up weighing about the same.
Nissan was on its knees in the late 90's and couldn't afford to design replacements for its ageing sports car platforms which would meet global crash regs for the next ~10 years. That's why the S and R platforms were only facelifted for the domestic market and the Z was designed quickly (~2 years) and cheaply based upon existing tech.
The lighter engine and lower torque of the RX8 means that the engine bay, gearbox, drive shafts, hubs, etc.. don't need to be so heavy duty. If the RX8 shares any bits with another Mazda it'll be with another light weight car, the MX5.