Hey, on my everyday drive to work and back I noticed a drop in mpg of about 15-20%, when it's raining outside or has just rained before. Is that normal? Sound crazy high to me and I've never experienced that with another car before.
I've had a small "Ahah!" moment: You may have a non-working thermostat.
If so, in dry weather the engine will still warm up pretty well because the cooling system is not oversized at all. But in rainy weather, the radiator would be cooled even more by the water droplets, perhaps to the point of cooling the engine down very low. And it just so happens, that recently while doing other maintenance work on my neighbor's 2.5T, I discovered just that ... a thermostat that was in pieces inside the housing. The engine temp gauge was still indicating OK temps ... but the thermostat was definitely not doing its job. An overcooled engine will not be very efficient.
The neighbor's car is now running "better than ever", but the thermostat replacement was just one of a number of maintenance actions taken.
If you are using cruise control and are indeed driving the same way in the rain, how heavy are you on the gas? Keep in mind that if you have an AWD model, it runs in mostly FWD mode in dry weather to conserve fuel economy. When it starts needing to use the rear wheels, your fuel economy will be slightly lower.