I've only had my XJ for a couple weeks now, but I've been monitoring the fuel consumption. Even with all highway miles (traveling around 70MPH) and no A/C on, I get about 16-17 MPG. I was under the impression that the 4.0L was slightly better than that on the highway, but I could be wrong.
I quoted your post in particular because I do know I have a slight exhaust leak at the flanges between the header pipe and the intermediate pipe. I personally don't see how, but could this be a possible cause for decreased fuel efficiency? I don't know the condition of my oxygen sensors, so I should probably start there first, but was wondering if my known exhaust leak issue could be a cause.