Absolutely. In my previous Honda, I saw fuel economy differences of 5% - 13% among various highway tires, which meant some had lower rolling resistance than others. So if you go from an off road tire, which is almost certainly not a low rolling resistance (LRR) tire, to a highway tire, you should see significant FE improvements. And if you specifically select a LRR highway tire, the improvement should be even more substantial.
Check out the Nokian WRSUV to see if it's available in your tire size:
http://www.nokiantires.com/en/tire_w...?season=summer
It's a LRR tire. I went through 2 sets of Nokians on my previous Honda (not the WR). Great handling, long tread life, LRR. Best tires I ever used. If you buy the Nokians and inflate them to the maximum sidewall pressure (likely 44 psi), I'll bet you'll get 15%+ better FE than you are now.