Nope. My last Golf 150PD was managing 53mpg after a ********* fast road remap (195bhp, 395Nm).
If you thrash it, yes the mpg will be worse, but under normal driving conditions it should be improved, as I and numerous others will testify. I have their economy map too which boosted power to 180bhp or so and promised much improved mpg, but............... I never bothered using it lol
As for the poor mpg, I'd check:
maf, egr and manifold, boost leak somewhere?, tyre pressures, air filter clean?, fuel filter replace?, service?. Could be the vanes on the turbo sticking in one position instead of being variable due to crud, if your car has it (Can't even remember wot car it was now)
vagcom would be a huge
help if you have it too to save buying/ replacing parts needlessly