What would make my 99 ford escort drop from 28 to 22 mpg.?

I'd check the air filter again just to see if it's dirty, and also replace the fuel filter. A fuel filter won't throw a code at you, but a clogged filter will definitely affect your fuel economy.

The air filter should be an easy check, just pop the hood, open the air box, and visually inspect it. Fuel filters are usually supposed to be replaced every 30,000 to 60,000 miles, depending on your vehicle.

could be a number of things, with no code light though the one that pops out in my head though would be a catalytic converter that is begining to get clogged from age/use. Have you ever had to change the converter on it?

Fuel mixture is based on water temperature, make sure you have a good thermostat for the engine

oxygen sensors also known as O2 sensors