Rhodes,
I had my ECU remapped (not my Mog though...) recently and I asked the same questions.
The answers I got were that a 'standard' ECU is programmed with a lot of safety margins and restrictions that actually can make the engine less efficient. Remapping includes minimizing margins and removing of some restrictions to make the engine run more effectively when used in a relatively normal fashion. I was also told that it's normal that improvement in mpg does not occur until you've used up at least 2-3 tanks of fuel. This because the ECU has to self-adjust to the new settings and your personal driving style.
As I said, this is not my own knowledge but the information I was given by the supplier.
This is very true, manufactures play it very safe with a standard Ecu as it has to work in many countries under different conditions.
We at Williams are able to safely adjust the stock Ecu but still within the safe parameters.