I guess if they put some heavier 15W40 oil in, it might be a mpg gained switching to 5W40, especially if you have lots of shorter trips where the oil spends most of the time warming up.
On my 2007 V70 diesel, switching from 0w/30 fuel saving lightweight formula according to manufacturers recommendation, to 10w/40 Castrol wear diminishing formula, my oil consumption went from 1 liter per 3000km, to 1 liter per 30.000km
Fuel consumption i never compared, giving the cost of 0w/30 the savings on oil are greater than the savings on fuel. I do 50mpg anyways.
Also, after an oil change on saturday and a short trip to my parents on sunday, say 20 minutes of running to distribute the anti wear film on all the rotating components, on monday morning cold starting after a mild frost, i could hear the difference, it didnt take 20 seconds of clattering before sounding right.
In fact the 2006 model year had problems with cam and follower wear, it was the first year they started prescribing 0w/30. My 2007 already has a cam with better hardening.
Fuel saving long life oils are invented for the bean counter selecting a company car based on average fuel consumption and average maintenance cost up to 200.000km when lease cars get dumped into the used car trade.
But if you want to drive beyond 600.000km you better get rid of that fuel saving junk because it is not saving engines...
A contractor here, his Fendt 818 had 500hr oil change intervals. He changed every 250hrs because the oil smelled and looked not OK at 500hrs.