tl;dr: different gear ratios are a feature, not a bug. Some cars use more gears for acceleration, some use them for better gas mileage. You can't do both.
At 3300-3500 RPMs, shouldn't the WRX be able to achieve better gas mileage by keeping the same 5-speed gear ratios, while adding an additional gear to lower RPMs to 2800-3000?
You've exposed the classic trade off in transmissions. We want to get the spinning motion of the motor to turn into spinning motion of the wheels. Unfortunately, the engine has a maximum rotational speed (the redline is there for a reason).
The gears in the transmission are really just multipliers in the rotational velocity equation.
First, a picture:
In this image, you can see that the larger gear A (being driven by the motor) is driving the smaller gear B (used to turn the wheels). Yes, I know that there are more bits after this gear but for the sake of discussion let's forget final drives, etc.
In this example, you can see that each turn of gear A results in two turns of gear B. This translates to a gear ratio of 1:2 or 0.5. If you had this gear in your car, you could cruise at very low revs on the highway (but you'd never get up a hill!).
Saying it again, in words:
A low ratio gear will turn the car tires a low number of times for each engine rotation. A high ratio will turn the car times several times per engine rotation. Thus, a high gear ratio at the top end permits a high top speed. It also means that, at highway speeds, the engine revolves less per linear meter of road. Fewer revs == less gasoline burned per second.
Note: sometimes you will about hear "short" and "tall" gears. Short gears are the low speed gears (with high ratios) and tall gears are for high speeds (with low ratios). This inversion of terminology is one of the great joys of trying to discuss transmissions.
However, a high gear ratio has a lower mechanical advantage. This means that it's harder to accelerate the vehicle (tires have to turn faster to get the car to go faster). A fuel efficient gear ratio is also not a fun gear ratio (less zip).
When you really want to accelerate quickly, adding gear ratios down low (say a six speed rather than a five speed) lets you stay at a higher mechanical advantage for longer.
However, if you're focused on fuel efficiency, you can also take what is effectively a five speed and put a really low gear up top for highway cruising. This will get your mpg numbers up but will be extremely non fun (you might even be below the minimum revs required to spin up the turbo).
Back to the specific cars in question:
From looking at the WRX vs STI gear ratios, it's clear that the WRX has a low ratio first and second gear so that you only have to shift once to reach 60 mph. This is purely an effort to optimize the 0-60 time (marketing. Sigh). In the STI six speed, the gear ratios of the first five gears are spaced pretty evenly between the gear ratios of the first four of the WRX. This means that the STI won't feel that slog through first and second that we five speeders have to labor through. Even the sixth gear of the STI is still a higher ratio than the fifth gear of the WRX. Cruising won't be as relaxed but you'll be better able to accelerate from 50 mph to some higher number....