It is possible that the check engine light wouldn't come on if it was an electrical or sensor problem, but it is rare.
Does it idle rough at all?
If it's a plug or plug wire that's bad, it'll misfire, but it would also throw a code and turn the MIL on.
It could be a lot of stuff other than plugs and wires too though.
If your cat is plugged up or if you have a bad O2 sensor, it'll dump a lot of fuel and make mileage worse.
Get a new air filter too if you haven't already.