Kinda late for this discussion but thought I would toss this out there.
-First check your tire pressure. Since you went from street tread to AT's they may have though you wanted traction so left pressures low. While it will improve traction it will also increase your rolling resistance, hurting fuel mileage.
-Second is your alignment might not be good (once had a shop ruin a set of tires in just a couple weeks by putting in to much camber). To much toe is going to cost you a lot of gas and scrub off the tires.