Beernice is right we don't know if these captains uplifted extra fuel...
Now, taking extra fuel to burn it in the hold might be one option according to preferred company policy...some companies really want to bring their pax to destination. But burning it to absolute minimum diversion fuel before you go is questionable. If one says that spanish ATC is a non-sense, then you know you just plan to divert a bit before you reach your bingo fuel (if you know that spanish ATC is not helpful, then take it into account, it should be reflected in your fuel management). It's an element which is part of the decision process. Except very exceptional circumstances you should not have to declare a mayday because there were TS at MAD...where is the really unusual situation in this??? Mayday is to be used when you have really bad luck.
Then commenting in saying that they probably landed with more and than final reserve fuel is just ridiculous and if they were so large then why did they declare a mayday!!! And of course once you get priority you'll burn less than you would have if you'd be standing in the queue!
Anyway, I think one can leave with minimum fuel and be perfectly safe if all the aspects have been taken into account. But many of them ending up using Mayday because there were TS in MAD...to me, it's just not a good inflight fuel management, having left with minimum fuel or not....! It's what you do with the fuel you have that matters.