I don't know how you drive but, either:

a) It is rather reckless with lots of wheel slippage, or
b) What you think is the "AWD kicking in" is in fact, something else
[perhaps it is as simple as rubber formulation and tread pattern - different formulations display different friction (might explain the mpg difference on dry roads), and different tread patterns move water away more efficiently (might explain mpg behavior you experience in the rain)]

I believe the FE penalty the AWD FEH pays is largely due to the added weight it carries around.