7.3 HEUIs are NOT easy on oil and are very shear happy since the oil is used to generate 3000+ psi in the pump. IMHO it’s a false economy to try to use a 30 weight to “gain” fractional amounts of mileage, especially when towing. If you want to maximize mileage, you’d be best served to make sure your intake & exhaust tracts are less restrictive than stock, and maybe add an aftermarket intercooler which will not only improve power (especially when towing), but will also reduce restriction in the intake and make sure you're maximizing the flow of air through the engine.
7.3 parts aren’t getting any cheaper, so if it were mine I’d definitely run the 15w40 with some 4-5k UOAs to make sure: 1. You’re not shearing it out of grade, and 2. Not loading the oil up with abrasive soot. Then adjust your OCIs according to what the oil can handle with your engine and usage habits.