Think of it in camera terms, every lense has an f-stop number. The lower the f-stop number, the more light passes through the lense.
Zoom lenses increase their f-stop as the
focal length is increased. To put it another way, increasing
zoom for a longer distance increases the light loss of the lense. In the photography world, a really "fast" (efficient) lense might be F 1.2, and a crappy, slow one F 5.6.
The same is true with fixed
focal length lenses. The longer the lense, the more light it loses, all other things being equal. The losses can be reduced with better quality glass and physically larger optical elements, along with greater cost.