Bigger issue on fuel mileage is the crossbars on the roof rack. Somewhere I read on my old Acadia they cost 1 mpg so I ran with them off (I had bought them to hold Yakima Skybox which I rarely used). Real world Interstate mileage at 75-80 on my 2010 was about 20-21mpg, while 2017 Limited Expedition is at best 19 so far (2500 miles). It was interesting on my 2017 Limited they were installed by Ford on the rear portion of the roof rack, maybe placement has some effect?
Yakima/Thule have streamlining shields that are designed for reducing drag of roof racks which look somewhat similar to bug deflectors but not as smooth. With the Expedition being shaped pretty much like a giant brick, I doubt their is much other than one of those huge square top carriers that will hurt mileage much more than the Ford's basic body shape.
Looking at the streamlined Weathertech bug deflector on my Expedition versus the front body shape I'd guess the bug deflector probably helps reduce drag by kicking the wind higher and reducing windshield drag/bug collection (which is what it is supposed to do).