Trust me, that drop in fuel mileage will be a lot less than a transmission replacement. It is better to keep the RPMs up a little and have less down shifting, hence overdrive off when towing. This is why the manufacture says keep it off when towing.
2015 Salem Hemisphere Lite 272RLIS/ Prodigy P3
2006 Heartland BH 3400/Summer Home
2007 Dodge 2500 CDT QCSB/Blue Ox Sway Pro 1500lb WDH, Maxxis 8008 225 x 75 x15 LR E tires/J T Strongarms