lol, this is some what amusing. one theory is your are sucking in more and colder air, apearntly 30% more O2 then previously (wich seems a bit of a reach considering its not a cold air intake and its right next to your exhaust and radiator) but if this was the case and the increase of O2 to your engine was aprox. 30% greater due to this intake then its not crazy to think that your O2 sensors would read that increase in oxygen and your ecu would then start pumping more fuel to compensate.
example of this effect in a diffrent dynamic : my thermostat was broken and stayed wide open , never allowing my car to run at normal operational temperture soo the ecu would dump more fuel in the car (like it does when you first start it up on a cold morning or night) to bring the car up to operational temp. replacing the thermostat uped my gas milage from 25mpg to 30mpg ( on avg)
for those who don't understand where i get my logic: NOS supercools oxygen alowing it to condese the oxygen sensors then read an increase in oxygen and tells the ecu to dump more fuel . this increased the power. ( this example of a "dry" nos injection system). IF , and i argue a BIG IF, that "whale penis" has increased the amount of oxygen into your system by 30% its conciveable that your gas millage would have gone done equally as bad , HOWEVER 30% increas in use of gas for THIS reason would show a considerable increase in HP wich I assume you are not noticing.
Vacum lines or eliminating a O2 sensor that you need to have good gas millage or simply replacing it could cause bad gas millage but as stated above, 30% is ALOT.