I trust the fuel consumption in my car, yeah. If it says I've been using 12l/100km on average and I've travelled 500km, you can bet I'm filling up exactly 60l at the pump.
I think it is not necessarily due to the car but because of the calculation methods they use. If you drive motorway and city, consumption is accurate. But as soon as you start driving in the mountains or a mix of different terrains, data often vastly differs.