This could be due to car set-up - Lewis had quite a botched FP3, so this could explain not optimal setup. Pressure in tyres is another possible reason. Or a little less fuel in his tank.
On race overlay, HAM fuel saving is evident from lap 30 to 36
Every time the fuel usage graph popped up on the screen Lewis had used less then Rosberg so I don't think he was using that much more, if the engine really was thirstier then he was doing a great job of fuel saving and lapping with great pace.