Well, there may be many reasons the mileage is less than expected:
short trips are killers on mileage. If you do a lot of short hops, you might end up with half the mileage you could average on long trips. Whether the gas engine is ON while coasting, may depend on a number of factors: state of battery, how recently trip started, AC is on, etc...
Bottom line may still be (unless these were all short trips), your mileage of around 21mpg may still be about 50% more than a non-hybrid highlander would have gotten under similar circumstances. Bottom line is also that the HH - as advanced as it is, is still a heavy and tall vehicle. Heavy means lower mileage during city trips, tall means lower mileage on highway, compared to lighter, smaller vehicles such as HCH, Prius or Accord.
One last note: mileage will likely improve somewhat after your engine and more importantly the tires, are fully broken in.
All that aside, congrats on getting a hybrid and implementing your own Kyoto Protocol!