Gas tank level sensors are rarely in OBDII. The ECU does not need to know how much gas is in the tank, so the fuel level sensor is only connected to the gauge on the dash. Nobody is trying to hide anything from you. Rather Toyota did not make you pay for an extra wire in the wiring harness that would tell you something you already know.
Ultragauge will not really tell you anything important. The ECU will throw a code if anything bad happens. Also the ultragauge MPG calculator is terribly inaccurate.
My best guess at the cause of your problem is your trip distance. Driving 3 miles will barely get the car up to operating temperature, especially in the cold season. If all or most of your trips are this short, it can make a big impact on your MPGs.
However if your old car got better MPGs in the exact same usage, then something doesn't add up. My bet is that we are not getting the entire story. Either there is a problem with your measurement methods (either with this car or the last) or your trips are too short... possibly combined with other issues. No single issue should cut your MPG in half, no matter what, barring a stuck e-brake or towing a trailer.
Is your 3 mile commute all on city streets with lots of stop lights?
As for the incorrect MPG calculation, you are using odometer logging. Odometer logging does not count the first fuel-up. There are many other threads on this exact topic:
http://www.fuelly.com/forum/1201/Figures-on-my-account
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