Not a truck driver, but an American who has seen this question answered, and it applies to lorries, too (we call them box trucks, like moving trucks, here — I don’t know if you call a full tractor-trailer a lorry).

It’s absolutely to reduce drag, and when they travel in a convoy, they typically do it with all members knowing full well what they’re doing, and they take turns leading (as that one gets the wind resistance the others avoid). So yes, they’re saving money on petrol (gas), they’re saving the environment, they’re saving time… it’s just annoying if you want to get over past them. They should let you through but it’s annoying you have to ask (with your signal). Typically our big trucks tend to do their thing and stay out of peoples’ way, but sometimes they wanna act like they own the road (and they’re unfairly maligned in thriller films).