In my experience with RX, Sport mode forces thermal engine to stay ON even at low speed, probably to be ready to give power if needed in fast acceleration; at higher constant speed, when engine is already on, mpg are not different from normal mode.
In ECO mode, mpg are a bit better because this mode use other strategies to limit energy waste, like AC management and a "sleepy" performance.
My usual mode is Normal, as when I set Sport mode I like to have some fun not considering fuel spare.