There's a bit going on here.

Firstly, the US has a habit of buying big cars, and they've been getting bigger over time. If you add big, you add mass. If you add mass, you reduce fuel economy.

Second, regardless of the size of vehicles increasing, they've been getting heavier due to added structure for crash safety, additional safety systems, as well as added equipment in the vehicle.

Third, ignoring the way that fuel economy has been officially measured has changed over time (so you can't compare official figures separated by 20 years), traffic has increased which results in more stop / start traffic, which means worse fuel economy.

Edit:

I'll add a number 4:. Fuel costs by and large in the US over the last 20 years haven't been a major concern to consumers.

And 5: US federal policies haven't put major pressure on manufacturers to produce more fuel efficient vehicles until relatively recently. A lot of the rest of the world has spent the last 20 years pushing heavily towards reduced emissions, which has had a knock on effect of improved fuel economy.