Why would you want to be talked into keeping something that you aren't happy with and giving you troubles? Sell it or trade it in and get something else.
Exhaust would not cause you to have a drop in mpg. I would either give it some time to sort it's self out...maybe bad fuel or take a look under there to see if something went wrong with the install
Not blaming you but when I got exhaust on my Firebird... I was on it much more so I could hear it.