YES AND NO

The addition of a free flowing exhaust (preferably cat free is possible)
A free flowing intake air filter and all other items such as injectors and such right up to snuff.

This will allow the best possible power with any given amount of fuel.
The power chips on the other hand allow far more fuel to be available and also modify the timing curve across the powerband.
The shift characteristics of the tranny are also modified too.

The additional fuel and subsequent turbo boost enhancements that the modified chip allows produces the extra power.
Using what is available is going to use more fuel.

A long distance cruise test with the truck on the cruise control at say 65 mph should show some improvements over stock.

The overall tendency though is, if the horse can run better the driver will let it do so and enjoy the ride.

The addition of a free flowing exhaust alone should help with MPG and engine life due to the reduction in thermal stress.
This would be confined to using the factory programing.
Once the chip is changed, all bets are off.

I personally did not swap the chip looking for MPG. The added power was a big issue.

With added power one should expect the real possibility of seeing some loss in fuel economy.
Afterall power is made from burning fuel, doing so efficiently is one thing but that only goes so far.
Power can be equated to BTU"S per hour produced and each pound of fuel only has so many BTU"S
How the engine uses this is the key to its overall efficiency.

Some of our engineer types can probably add some 40 line equations to this explanation but this is the best I can offer.

Efficiency will take MPG only so far then it will level off.

More fuel will take performance just so far then it will reach the limits of the engine design (Point at which it melts)

Just some thoughts.