Why should it be so hard to believe? A mainframe box is about the size of a rack of servers, and all the components are much more tightly integrated. Plus the utilisation on m/fs is much higher than on normal servers.

I don't have benchmarks, but googling "mainframe energy efficiency" brings up a load of results, eg:

https://www.bmc.com/blogs/mainframe-sustainability-green-it/

https://www.serverwatch.com/guides/for-energy-savings-consid...

https://www.suse.com/c/mainframe-versus-server-farm-comparis...