Had 2 Audi's, A4 and A3. Both had 2.0tdi (140 bhp versions) both got 50mpg easily with the climate control on constantly (air conditioning included) and I don't try to drive with economy in mind (I have a fully paid for fuel card through work).
If I was a distance from a BP garage and had to try to be economical I could get 60mpg easily in both cars.
So, maybe something's up with yours.