That's not all that disappointing. Here's some representative Fuelly data for Escape Hybrid mileage. You're only 1.5 mpg below the average, in a very wide distribution, spanning 30 to 45 mpg.
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My car's average of 42.6 mpg puts it in the 80th percentile. That's after 10 years learning to drive a hybrid. The hardest lesson is not mashing the throttle. Unless the HVB is drained, I can get to ~20 mph in EV mode by use of gentle throttle pressure. It's harder than it sounds.
Same with braking; you can only regen 35kW before friction braking starts to help, and energy is lost.
My "eureka" moment occurred when I learned to use less throttle for longer time, resulting in more charge to the HVB. Start slower, but accelerate longer to higher speed. Then drop into EV and use the terrain, excess speed and high HVB charge to drive as far as possible without using any fuel. Pulse and glide is the hypermiling term for hybrid design-intent operation.