I'm assuming this statement is referring to the large amount of software that is Windows only on Steam and runs in a compatibility layer on Linux, rather than Steam itself.
This really isn't that big a deal vs "native" for Steam on Linux and it's getting even less so with time - the Steam Deck mobile console and other x86 handhelds use the exact same Proton tech to run Windows games under Linux on a pretty small ~40Wh battery.
Power consumption of the Proton compatibility layer isn't really any better or worse than running native in my experience - its a wash.
Steam uses a compatibility layer called Proton to run Windows games under Linux. Running the games that way is not significantly worse. It can get the same or even better performance (but sure, sometimes worse) and will affect battery life pretty much exactly as if running the game via Windows on the Laptop.
Proton is based on Wine, and Wine is not an emulator. Translating the calls does not make them heavier.
What do you mean by this?
Otherwise, Steam doesn't really emulate anything, it just reimplements Windows API calls, so games run roughly as efficiently as they do on Windows.
a) Not all Steam games are on Proton [https://www.protondb.com/]
b) Not all Steam games that are on Proton run efficiently without tweaks e.g. one that I found unplayable due to overheats (on MacOS) was Sid Meier’s Civilization VI [https://www.protondb.com/app/289070]
c) Not all Steam games where you had the pre-Proton version installed, download the right version update. See Steam's forums, people saying disable Steamplay; and have to do that globally, not per-game.
d) In addition, I found the Steam updater daemon (interacting with MacOS Mojave Quarantine) also burned power like no tomorrow.