Laguna's are funny vehicles when it comes to fuel consumption. What I'm going to say next might sound familiar but bear with me.
Your driving style has a lot to do with it, and I don't mean driving it gently etc.
I don't know if it still applies to the diesel version but my experiences with a 2.0 16v and my current V6 are thus:
I used to drive everywhere in the highest gear possible and my wife used to drive everywhere at 2500rpm regardless and always got better mpg.
From my days of tuning carburretor cars I think what happens is when you need to accelerate, and you're doing say 30mph at around 1500rpm in top gear, even if you accelerate very gently, the electronics decide to basically chuck petrol at the engine as the load increases. However, changing down to 3rd and accelerating gently from about 2500rpm instead, the engine is operating in a much more efficient part of it's power band and actually uses less fuel.
Remember, on a petrol engine, peak torque is about 4000rpm, and on modern cars, they still generate anything up to 80% of their peak from 2-2500rpm, but below that efficiency does drop off a lot, which also explains why these cars get significantly better mpg on the motorway.
The rpm's will be different, but maybe the diesel works in the same way. After all, the
may well have been designed by the same team inside Renault. Like my V6, I'm sure your diesel will pull well from very low revs, but try dropping a cog, next time you need to accelerate and see if that makes a difference.