2002 Mazda Tribute "coils"?

You should not rely on AutoZone for a diagnosis nor should you assume part of their job is to provide a diagnosis. Their job is to scan the car and provide a code, or codes, to you. Nothing more.

I’m in agreement that you likely do not need all of the coils changed en masse.

Questions though.
Does this car have the original spark plugs in it? If so, ouch. That can be a coil killer.

What code or codes are shown? Without knowing the codes we can’t even begin to make an educated guess.