The 3.0 yes, but the 2.8 of the Wrangler does not. The 2.8 gets observed 22 - 24 mpg, my old 3.8 V6 got over 64kmls about 18 mpg, my new 3.6 appears to do about 1 to 1.5 mpg better, but I have only had her for abour 3kmls; too soon to tell.
The VM 2.8L in my '05 KJ gets 28-32mpg on summer, and 26-28mpg on winter fuel. Only time I see 22-24mpg I am towing some weight. 22mpg was last seen towing a '49 Chevy across half of WI on a uhaul flat-bed trailer, churning 65mph on the cruise. When dragging ~1000lbs of trailer weight on summer B20 I don't drop below 25mpg... ever.
Fuel does cost a bit more, but when you start adding hills and a towed package behind you, the diesel really starts to shine.