It was certainly true not so long ago but the latest autos have closed the gap. I seriously doubt they are more economical but the best, which usually means expensive, are as good. My car weighs the thick end of 2 tonne with a 3ltr engine, cruising at 70 gives me 53.2 mpg - it's an automatic.
Regarding F1 cars I think they are semi auto sequential. There is no clutch as we know it and the driver uses the paddles to change gear. The only auto F1 car I know of (Williams) used a version of the DAF variable transmission, it was banned before it ever raced.