No cast iron evidence of it, but I've heard plenty of circumstantial. I'm fairly involved in the trade, I trained as a mechanic, and do a bit of spannering myself, along with popping vehicles for MOTs, and collecting parts for other mechanics.
The sales rep at the local Ford garage tells me they often have complaints about the super high efficiency cars not getting anywhere near the MPG they claim. The Fiesta e seems to be a favourite culprit. He tells then to try filling up at one of the private fuel stations, rather than the super market station. Reckons its the last he hears of them.
I know the owner of a garage well. He tells me he gives the same advice in some cases of bad running or poor MPG. He says it is a common problem with the more sensitive cars.
I wouldn't put supermarket petrol in my bike, the differing power characteristics were very noticeable.
All in all, I don't know is it to do with additives, or the quality of the fuel, or what it is, but I dont doubt there is a difference.
I've also heard from a few people who travel abroad in their campers that some of the foreign diesel returns much better MPG, and better power.
Basically, the way I see it, fuel companys make tiny amounts from supplying road fuel, and with the hassle, legislation and tax regime in this country, they are going to supply the best stuff else where, and we end up with the dregs.