There is no problem towing in drive afterall the gearbox ecu is sensing load and other things and selecting the appropriate gear.  
Personally I find that towing in sport seems to be a little better - all of the above still applies but the changes etc seem to better suit the load of towing.  Unless you drive foot flat to the floor you shouldn't notice any worse fuel consumption and on a steady flat run it will still get into 6th subject to load.
Garry
				
			 
			
		 
			
				
			
			
				REMLR 243
2007 Range Rover Sport TDV6
1977 FC 101 
1976 Jaguar XJ12C
1973 Haflinger AP700
1971 Jaguar V12 E-Type Series 3 Roadster
1957 Series 1 88"
1957 Series 1 88" Station Wagon
			
			
		 
	
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