Not exactly sure if this is a Mudfish issue, but I vaguely remember that when I used it years ago, it doesn’t consume data that fast. I have already opened the Connection Log. Just yesterday, I think I used 0.10 USD just running it on 2 games for a few hours. No in-game updates whatsoever.
Are you a user of mudfish app for Android? If then, please consider to use the per-app VPN feature of mudfish app because it only redirects the app (you selected) traffic.
However if this issue happens even with the per-app VPN, it might be more related to the app you’d picked.