BMW's are surprisingly inefficient in general. A good example is the 335i - takes BMW two turbos and direct injection to do with a 3L I6 engine what Nissan does with a 3.7L normally aspirated/conventionally injected V6, and for all the added complexity, there's near as makes no difference in fuel economy.
You might as well get the GTO. Parts are cheaper and if you crank up the boost on the SRT-4 to get it to match the performance of the GTO, you're going to get worse gas mileage anyway. And then you're still stuck with a FWD car.