Pretend you're riding a bike, you are going pretty fast already so you don't have to pedal. Then you see a corner so you have to slow down to make that corner. Once you go around it, you want to speed up to the speed you were going so you have pedal and that works your legs.
Your vehicle needs gas to speed up the same way you use your legs to pedal to speed up.
On the highway, you're going at a constant speed and there is barely any slowing down and speeding up again.
In the city, there are traffic lights, lots of cars, and pedestrains that cause you to constantly stop, speed up, slow down, etc. Stopping and speeding up uses more gas than going at a constant speed.
If you want to learn how to save gas and money, check out Gas Smarts: Hundreds of Small Ways to Save Big Time at the Pump.