At one point I had two manual and two automatic Citroën XMs, with identical 2.0 litre fuel-injected engines. On average driving, all four got 32mpg.
Bear in mind this was a relatively primitive late-80s Zf 4HP18 gearbox, with a lockup clutch in 3rd and 4th, giving similar ratios to 4th and 5th with the manual box. If anything the manual box let the engine rev a couple of hundred RPM higher in 5th, but the auto box would drop briefly out of lockup on moderate acceleration in top allowing the engine to reach a bit higher speed.
Bear in mind this was a relatively primitive late-80s Zf 4HP18 gearbox, with a lockup clutch in 3rd and 4th, giving similar ratios to 4th and 5th with the manual box. If anything the manual box let the engine rev a couple of hundred RPM higher in 5th, but the auto box would drop briefly out of lockup on moderate acceleration in top allowing the engine to reach a bit higher speed.