My quick analysis of fuelly.com user data a while back showed most folks generally do not see huge increases in mileage after break in. Maybe within the 1st 1 or 2 tanks, but not after that.
Do a test: get to where you can maintain a certain speed for a good 10 minutes, reset one of your mpg readouts, and see what mpg you get. Should roughly match the curve below which I also did and which roughly agrees with one done by one of the car magazines a while back. If it doesn't maybe you have a mechanical problem. If it does you may be underestimating your lead foot or something. Although your comparison to your previous car suggests it's not you.