The only reason I get better MPG with sports mode off is because I'm less tempted to drive it hard. If you accelerate hard then it'll be poor either way. I keep mine in sports mode all the time as you don't have try as hard when you need a quick burst of acceleration. The car is a dog in normal mode, almost feels broken once you've been used to sports mode.
So glad someone else thinks this! I've driven mine in sports mode constantly for the three and a bit weeks I've had it, tried normal mode a few times over the last couple of days and I just can't do it. So sluggish.