This is my understanding... Well its what I put together in my head based on my knowledge of ecu tuning.

Depending on the amount of power you desire your engine to produce, you'll tune your ecu to achieve your power preference.
The more power you demand your engine to produce, more resources will likely be needed to suit the level of power your looking to achieve.
Resources often time mostly rely on fueling.

From what I understand the need for increasing fuel consumption falls on how much you tune your timing. Increasing your timing includes altering your spark tables. If you alter the spark tables in favor of performance, you will be upping the amount of sparks your spark plugs will produce.

With stage 1 tunes you really don't touch the timing that much as the average beginner ecu tuner is mainly boost crazed... As the beginner gets more adjusted to the workflow and the program he/she uses (and they don't give up like 9/10 people do) they begin to advance and as they lose the butterflies that come with flashing a new tune, they desire more performance and move onto stage 1+, 2, 2+ etc... After stage 1 you will need to increase the timing to achieve the performance desired. If you keep fueling stock the fuel injectors won't be able to keep up with the demand of your spark plugs. Your car would die and you would burn out your plugs and who knows what could happen...

Long story short, most tunes that only increase performance lightly don't necessarily need fuel increased. As you increase performance you cant avoid fueling or you will inevitably face issues.

Yes,
I'm confused because the Stage I community threads starts by adding fueling. I guess it means that you can get a little more power without touching fueling, but a good stage I means you have to add fuel.

Changing "fueling" can mean two things:

1) Altering the maps to adjust for non-stock fueling hardware (MAF, FPR, injectors).
2) Altering requested lambda.

They are two very distinct, separate things.

Here for anyone who is interested, LAMBDA fuelling is touched on:

http://www.myaudis4.com/stage-1/