your truck is designed for the air to travel kind of flat over the bed edge with the tailgate on...with the tailgate down you disturb the flow and create turbulants, dirty air...also, i'm not sure about your truck but on my generations there are 3 or 4 notes as to not put bug shields on in the owners manual...again, disturbs the air it was designed for...
btw, also, when you drive with the tailgate down you are actually hurting your bed...the sides tend to move as they are no longer supported and they weakin do to the stress...that is why you will see trucks with angle supports tying the sides to the bed at or just behind where the tailgate would go...
if you are getting 30 mpg, just keep her maintained....thats amazing milage...i'm curious what you get on one tank around town driving only and what size tank you have????