There is no way the air dam weighs enough for that to be a factor in any mileage differences. The side steps may be a different issue, but more likely they offer some aerodynamic impacts.
I think the air dam was simple a part of the chase for MPGs. Any improvement from air dam would have met a costs analysis benefit: Even if it is 0.1 MPG improvement, when that is added to other 0.1 MPg improvements, pretty soon you reach 0.6 MPG improvement, and with the round off error can claim an additional 1 MPG better achievement.
The costs of the air dam itself are minimal, plastic is relatively cheap and light. The real expenses are the $#$%^% 12-13 screws and clips, along with the labor to attach the air dam.
2015 Canyon SLT, Copper Red, 2WD, CC, SB, V6, Tow, blk leather, factory spray liner, safety pkg, generic roll up bed cover.