You can pick and choose what you want.
If you go for full power, the mpg is still about the same, or even slight increases.
You can go for a more economical map which will get you better mpgs, usually 3-4, sometimes even better, AND more power still.
It's pretty much a win-win situation, as you'll get more power an economy, but you need to decide what you want to go for.
The only way you'd lose economy would be from constantly driving it hard, and in those cases, you always have the option of being gentle and cheaper.