I get about 27MPG mixed in my wagon, which is a lot better than my other 2 cars! I guess I don't think about it as a negative. My wagon is not a Honda Fit so I don't expect 35MPG. It actually has useable cargo room and room for me to stretch out, and nice rear leg room for back seat passengers.
Now, if I was getting the same MPG in a Reno despite not having a wagon's cargo room, I might be a little pissed. I don't even look at sedans anymore because I don't believe in the 1 SUV and 1 sedan for every driveway rule of suburbia. A wagon costs 1,000 or less to upgrade to, and it's well worth it for the same utility as most cute utes. Someday wagons'll be cool again....