What am I doing wrong? Did I just get bad luck with my TCH?

I'm guessing there is nothing wrong with your TCH

It's "attitude". It's an "Ah Hah" experience. That is you either don't care and drive it like a regular ICE only car, OR you just have not experienced the "touch" necessary to maximize FE. ONCE you get it, you will get it; and then practice will make you better. I summarized my comments on edmunds forums and a few others have added there as well on "TIPS" to driving your TCH.