I don't think weight is the issue with MPG, but aerodynamics when items are placed in it.
I've heard reports of the cargo boxes (spirit, atlantis, skybox etc) being quieter and better for mpg.
The gobi looks like its pretty heavy duty, and the fairing only covers up to the lower bar. I don't know much about it, but I've seen someone here in Austin with one (on a 4Runner) driving on 2222 from time to time.
Myself, I've been debating a cargo box vs a roof rack (Thule moab vs yakima mega/load warrior). Haven't decided what yet. The gobi is cool, but seems a bit overkill for my needs.