More air doesn't mean more gas, it means more A/F ratio, which means better gas mileage (unless you mod your ECU to push more fuel).
If you mod the car to make more boost, you need more fuel to run safe, and that's less mileage. If you tune the car to breath more air, you can shift your torque curve to the right, which means less torque at low RPM, which depending on your driving style, can mean better mileage.
Mileage is related to torque at the average RPM you use (neglecting stop lights etc). Higher torque peak means more hp, and more mileage (only at low rpm). Mileage will decrease if you rev higher or push the gas harder. This is why most people experience a decrease, because they push the car more when they mod it.