In as much as I am a die hard fan of adam and jamie, not everything on mythbusters is totally accurate (for example the road they conducted the test on is known for a decent amount of wind)...However, if you go back and watch the second round of tests, you will find that using a net resulted in a 5% mpg increase.
As far as straight gate down, I would agree that at 40~50 mph (depending on bed length, cab height and length) you may not see positive results, but as you cross into the 70mph + the difference will start to appear.
Keep in mind when you are dealing with aerodynamics everything is speed and size contingent; in their test they were using a lower and shorter truck.
In as much as I like them its still entertainment