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I question whether the system you replaced wasn't clogged in some way. That kind of change with an exhaust swap typically suggests the old system was in bad enough shape that it was pulling your mileage down due to malfunctioning components in the first place. I don't doubt the improvement. I simply doubt the system that was removed was functioning as it should have been.
Headers and exhaust should produce a noticable bump in power and fuel milage when cruising.. but yeah I wouldn't rule out the idea that the old system was compromised in some way and hurting milage and performance more than it should have been.