When you're just at cruise or low speeds, you'll be at part throttle, so a tiny amount of air is being entered into the cylinders. Breathing mods enable more air to flow at full throttles and as a result increase your power. You don't create loads of power at part throttle, so the mods effectively do nothing - which is why your mpg isn't affected at low engine loads - but will do if you boot it a lot.
camshafts, is where it gets a bit tricky.
You've got to remember that for more power, you've got to use more fuel, but you also need more air, specifically, more air for a given unit of time. That's why you run your engine at higher RPM to get more power. The uprated camshafts allow more air in at higher rpm's, provided you can supply enough fuel, you get more power. But it's a compromise and you lose power at the lower end of the rpm range. But again, at part throttle it isn't so much of a problem.
But I've got no actual data or information from owners with uprated cams on the mpg... but provided you don't have a lead foot the mpg will remain largely unaffected. Lead foot it and the mpg will drop dramatically.