Yes, because all the streamlining effect of the roof has gone and there is a lot of turbulence behind the windscreen. On our Volvo C70 we have got a 'windblocker' (sort of vertical mesh screen that sits behind the front seats; other cars have them too) and this cuts a lot of the turbulence out from the passenger compartment...it really does make a difference, but shunts the turbulence to the area over the rear seats. I have the same problem in my 8 wheel tipper. If its empty, its like towing parachute, but the mpg is miles better when its loaded (once you have got it up to speed).