The O2 sensor should only be fine tuning the mixtures. It should be tuned woth it off to give the correct mixture, then turned on and checked after the tune is complete. It should barely make a difference on a properly tuned car whether off or on, especially immediately after being tuned.
Again, refer to your tuner. Ask him. He tuned it. We are guessing. It should be running 14.7 at cruise (pretty much) with or without the sensor. Which it doesn't seem to be due to your consumption.