The thing is that they don't until it's really dark, sure the lights turn on in tunnels and the like, but not in twilight/early night, especially up here. And, if it's a dark or grey car they will blend into the surroundings.
36 mpg sounds low, did you get the conversion right? If I really take care my old Volvo 940 does 30mpg, and that's a 250hp 2.3L turbo. How many litres/10km?