Your engine makes less power at higher altitudes so you're probably pushing it a bit harder to compensate which will reduce your mpg. The Jeep automatically compensates by adjusting the air fuel mixture so it stays correct but with less air to compress, it feeds in less fuel to keep the mixture proper. With less fuel and air in the combustion chamber, it can't produce as much power as it does at sea level.
Onem more thing to know is you can run a lower octane like 85 up there at that altitude. With less air, the air fuel mixture isn't compressing to as high of a pressure as it does at sea level so it requires less octane to keep it from self-igniting. Running a lower octane like 85 is a good way to save $$ while not negatively affecting anything to do with the engine in the least. That's why you find lower octane grades of fuels in gas stations located at high altitudes.