If you're in Eco mode with DSG in "E" gear selection, you have marginal gains from freewheeling down gradients. The throttle response is dulled too, so pressing the throttle to just before the clicky bit (that's like an old kick down botton), you'll get the same response as about half that travel in Sport Mode. Normal gives you about 3/4 of Sport mode's response, but with no freewheeling gains and "D" gear selection. Sport gives you full throttle response across the range of the pedal travel, and "S" gear change thresholds have you holding about 3k revs as a minimum in any gear under low load before it'll change up.
Throttle response doesn't affect mpg directly, you use less pedal in Sport mode to attain and maintain the same speed in Normal or Eco. Sport is thirsty if you leave the gearbox in S mode. I have my Polo GTI+ in Sport mode, but keep the Gearbox in "D" (pull back against the spring on thd lever to cycle between D and S when Sport mode is active, or between D and E when eco mode is active)- that way I have the pedal/engine response of Sport but don't hold onto high revs when the car isn't getting driven hard.
It's as economical as normal mode, with Sport response when you put your foot down.
So...how many people drive theirs in Eco and Normal, then added a pedal box because their throttle response felt dull?