The theory is that if your engine is running into a situation where it is having to fight detonation by retarding the ignition timing, such as driving up a mountain road with a heavy load, it would benifit from using the higher octane, slower burning fuel, by not having to retard the timing to limit the detonation. Retarding the ignition timing would negatively affect fuel mileage with the lower octane fuel. Using the higher octane fuel in that scenario would maintain "normal", not "better", mileage since no, or at least less, ignition timing change is needed. So they say: "You get better mileage with higher octane fuel". Not really, just normal. You may be getting decreased mileage, however, while using low octane if your engine has detonation issues.
That said, I've tried them all, low octane, high octane, and non-alcohol rec fuel, and get the exact same mileage with all. I do use higher octane gas whenever I leave flat Florida, though, just to help protect the engine against any possibility of detonation.