I have noticed a drop in MPgs as well. I thought it was likely a clogging filter, or injector pump heading south for the winter. All the pumps around here still have the 500ppm stickers on them, so it may not be ULSD. I have been running Howe's Meaner Power Cleaner in every tank, so lubricity shouldnt be much of an issue. No change in smoke or EGts to speak of.
Daniel