When it comes down to it, higher flowing headers should not reduce you MPG. Having less back pressure in your exhaust, which makes more HP at the top end should actually increase your MPG. And an engine that makes more HP with roughly the same ignition parameters should reduce how much fuel you need to go the same distance. I doubt the AA tune is adjusting for the free flowing exhaust setup and dumping that much more fuel into the intake.
I can't comment on the off-road AA tune or the headers but something seems off. I am not trying to hate I'm just trying to help!