That is odd, the gas mileage. I have a set of Thunderbike pipes, they are great and non-restrictive. And yes, they should be tight and have no play, in or out or side to side. Use the hi-temp red silicone. If they were loose, you would have heard that tickety exhaust leak noise and you would have some backfiring and tell tale ashy marks.
Have the carbs been re jetted or screws turned lately ?