Putting a tonneau or hard bed cover over your truck is the best thing you can do for highway fuel economy. A shell also can help. Since most of these are relatively light, the extra weight must be worth the improvement. This is one reason something like an Avalanche (which has a bed that's partially covered) often gets better highway mileage than an open pickup with the same drivetrain and tires--and weighs less.
Still not a believer? Ever watch a NASCAR truck race? Don't those pickups run around with covered beds and a small piece of metal sticking nearly straight up? Ever see a land-speed record truck with an open bed? And don't give me that "off-road race trucks have open beds" nonsense. Those beds are little more than sides covering the mechanicals, without a top or bottom, and rear lift is irrelevant when you're 10 feet off the ground.
Also, consider cost. How many manufacturers would cover the cost of making a tailgate standard if it cuts into fuel economy?
Driving gate-down does have its share of increases--in wear. On most pickups, the tailgate adds rigidity to the box, and those prerunner-style pickups usually have an angle bracket from the floor to each side to restore the integrity lost with the lack of a tailgate. On a stock truck, running with the tailgate lowered has a minor impact on the gate hinges, mounts, and cables that support it lowered--they were neither designed nor built as shock-absorbing devices.
So if you want to keep driving around with that tailgate down, that's fine with us--just don't blame us if something goes wrong.