I am not sure that in real use an automatic is better than a manual in fuel consumption, rather that they are easier to fiddle the official figures with.
For example European fuel consumption and emissions testing controls the gear change points which make a massive difference to fuel consumption on the tests.
With an automatic the change point are not controlled by the test, rather by the gearbox. Hence the maker can tailor the gear change points to the test, even if that test is not really representative of real life. By this method they can gain in the test far more than they lose from the less efficient transmission and greater weight (gaining large but unwarranted tax advantages).
However many automatics are now really automated manual gearboxes. These are as efficient as manual gearboxes but also have the same testing advantage as a conventional automatic. The down side is they still have is a large weight penalty, along with the potential extra repair costs.
There are changes being carried out to the testing procedure imminently (being made a bit more urgent due to Volkswagon) which should bring in results that are more realistic. I suspect that when the higher fuel consumption for many automatics is officially recognised (with its impact of vehicle taxation) then the popularity of these automatics will decline.
Currently in the UK automatics are not uncommon, but not that common or popular. It might be interesting to use Autotrader to compare the number of manual and automatic 2nd hand cars of various models that are for sale.