I would expect lower RPM to give better mpg. But I do know that turbos don't like to be lugged, and the intake on a turbo is dependent on the cooled boost pressure from the turbo(s). If your RPM was "too" low to provide adequate intake boost, then it could be (possibility) that a lower gear would give better results. The only reason I'm even speculating on that is because of one user's report that eco was not as economical as comfort, if I remember correctly. That suggestion is only an attempt to explain what might otherwise not make sense.
Of course there are other possible factors - traffic, wind direction, even different fuel octane. That definitely needs verification if it is true. We definitely need more data because, as
@Clearly Canadian and
@StingerGT68 both said, it doesn't really make sense.