I am currently running 33's on my 4 cyl. It's pretty sluggish and mileage is poor. I am getting about 14 mpg average. I still love my Jeep but economy and a jeep are not exactly synonymous.
Did you remember to calibrate the speedometer after the change? The PCM does use the VSS output on the MPFI 2.5L's. Also, a gear change to 4.88:1 or an axle swap to 44's and then go to 5.13's would really wake the Jeep up. It would at least help solve your sluggish problem. Cost is a bit prohibitive though. Easier to change the tires.
A lighter wheel combo would help. So if you're running something like an Interco SS on some 15x10's you'll feel a difference going to a BFG on some 15x8's. Or you could that that further and run a skinny 33 like a 10.5" or 9.5" which should shed some weight and lower your roll resistance as well.
I currently run 35x12.5R15's on 15x8.5"s and 4.56's. (Pre-4.88 days.) I get 15MPG city. If I get it on the highway I can pull off 16-18MPG but that's driving below 65mph. I'm considering going to 33x10.5R15's and some OE steel 15x7's as I don't crawl as much and do a lot more roads. I've even contemplated going back to 31x10.5R15's. :Wow1: