Barring the 335d sedan, which apparently gets 36mpg on the highway, no. The BMW 1 series and the BMW 3 series have extremely comparable highway mpg numbers. Although one must keep in mind that the more you carry in a car, the worse your gas mileage will be, so if you get a 3 series with a higher capacity, you’ll use more gas. Whether or not you feel this is a hit to efficiency is up to you.
I hope this helped!