This is only slightly true: if you buy a well-designed system and don't disable power management, a desktop will use more power but not substantially so unless you're actually using that extra capacity. If you buy some massive gaming / ML rig, yes, that'll use a lot more but it's a lot closer if you buy a comparable capacity and quality system.

The best way to see this is to buy a watt-meter and test it while doing what you normally do. Also remember that two decades ago you'd probably have had the computer _with_ a CRT sucking several hundred watts constantly, probably with some nice incandescent / halogen bulbs to keep things extra toasty, and a decade ago if you weren't using a Mac you probably had most of the power savings features disabled for system stability and/or compatibility. By now even the faster components have great power management when they're not fully loaded.

Why do you think a well built desktop PC would be less power efficient? It's probably more power hungry, but I don't think desktop PCs use inherently more power per instruction executed or whatever arcane metric we'd be measuring. Modern desktops can clock up and down just as quick as their more mobile counterparts, and due to proper cooling, the same chip you have in a laptop would be more efficient in a desktop enclosure - the cooler a chip is, the more efficient it can be - higher temperatures necessitate more power to move a charge across a conduit.

Not necessarily more power efficient. Modern desktop systems have quite good power management features.

Depending on the workload, a device that consumes a lot of power but also goes into an idle state much faster could actually use less overall power.