This is no mystery at all, it is a result of added lubricants in the gas!
Premium fuel formulations are just that- premium, for added luxury and performance. It is not an issue of octane value only. Premium fuel contains added amounts of detergents to help prevent engine/injector deposits from forming, and for a more luxurious experience contains more lubricants that help smooth and quite the engine. Because of added lubricants there is a very slight, imperceptible almost, improvement in fuel efficiency.
I drive an 2000 Impreza and almost always buy Chevron Premium fuel. The car just runs smoother, which I like. This is the softest fuel around and smooths the engine beautifully- thanks to lubricants, of course. Chevron stated somewhere (I forget where, their official site or somewhere else), that their Premium grade contains more additives than other Chevron grades. Other brands probably do the same to their Premium formulations.
M.J.