I tend to think these things are psychologically similar to the oil pressure gauge on 3rd gen trucks - it does nothing, but lots of people swear theirs is higher after an oil change.
Similarly, I think people do achieve better fuel economy with additives like this. But I don't think it has anything to do with the additive. Subconsciously, if you believe the product works, you're going to drive to get the results you're expecting.
Does it really matter, then, whether fuel economy is improved due to some "magic" process in the additive, or due to some psychology that makes you sub-consciously drive more efficiently? Maybe not, although the additive does cost money.
Ryan