If the the motor spinning faster always equaled out to worse mileage, then 3.07 would probably be the only gearing option, if even that low. Just because the motor is spinning faster it does not mean it's using more fuel. If it's dogging and spinning too slow, it will cause you to use more fuel.
Again, none of us are telling you that you should regear so you can win races. I went from 205/75R15s to 235/75R15s on my 4.0 with 3.07, and definitly noticed a power difference.