I have now had my 159SW 2.4 for almost a year (14,500 miles) and in that period have logged my fuel consumption in a spreadsheet on a cumulative basis at 36.8. My previous car, a Volvo S60 D5 - 2.4, 5 cylinder diesel returned 43.7 over 114,000 miles, follwing exactly the same journey pattern and average sppeds - in both cases most of the mileage is long commutes out of town - cruise control set at just over 80. Out of interest the milometers read with 0.1 miles in 120 - thus well within reasonable experimental error.
Analysing the differences between the cars, the obvious things are weight (Alfa 1725 kg plus - Volvo circa 1,500 - despite their reputation for being a tank, it had alloy engine, bonnet and boot lid), Alfa has DPF and EGR, and possibly marginally worse aero (headlamps not faired in and rounded rear end). If I pro rate the fuel consumption to the weight (a reasonable , albeit crude first pass, as work done is a function of mass, if we ignore drag)- the answer is very revealing - -43.7 x 1500/1725 = 38.0, which is most of the difference. The other 1.2 could well be down to a combination of the other three factors.
I have noticed the effect of the DPF regen, but as most of my driving is out of town it does not occur too often - so probably not worth removing.
To reduce the pain, the on cost in 15,000 miles per year is about £350 - the loss on changing the car would take years to pay back, so I have learnt not to worry. Now just need time to fit some bespoke springs and dampers and then all should be happy for a while.