Look at car technology from pre-Ford to the present, easy to visually see how that has evolved. Technology within engineering in general and electrical engineering has also evolved from how to make components that consume less through many different technology improvements that are combined, to also recent (20 years give or take) pushes in battery technology.
While the desktop system does have a lot of power saving features that have come from this evolution, they are not as power constrained as a battery based system. Particularly a gaming computer is going to lean toward memories that are designed for performance or capacity first and power consumption second, processors that might have runtime power saving features first but the customer is interested in performance at any cost including a few dozen bucks more for a bigger power supply. motherboard, non-volatile storage, etc.
Any level laptop wont survive the market if the battery cannot last more than a few minutes or an hour or so for normal non stress tasks or even an hour or so for moderately stressed tasks, when the power savings features are disabled and the system is pushed, it should be more than seconds/minutes on a non-brand-new battery. In that case the user understands an external power source is needed and should have enough time to go fetch that power source, before the system dies and they lose whatever work is in progress.
There are a laundry list of things going on. The x86 itself has a sub processor/system inside that is monitoring power consumption and needs and can real-time adjust the voltage into the part to keep just enough but not consume more and have to just turn that into heat. didnt used to be that way used it be it was a fixed voltage that was high enough to cover all use cases and the excess was turned into heat.
note apple has nothing to do with this the knowledge is known by everyone and used by everyone in various ways. apple may choose to have the case itself be part of the heat sink and play it off as a ghee whiz thats cool fashion thing something others could or sometimes do as well.
heat, the more heat you produce the more heat you need to remove, this means fans fans consume a lot of power but there is a balance between how much they consume and their act of moving air reducing the overall consumption of the rest of the system. or perhaps not consumption but temp limits, reliability, lifetime expectancy, etc. but fans fail, if you look at a server you will see that there are many fans and are often paired up so that if one fails the other keeps blowing through it. the life expectancy of the product is often determined by the life of the fans. for a laptop you want a long life, but also very quiet, etc. the noise level can be done in many ways. here again go listen to the fan noise on a 1U server vs your laptop or desktop. gamers are less interested in fan noise, more interested in the color of the leds on the fan, but at the same time it cant be so noisy that it overpowers your ability to hear the game (like server fan solutions). for a nice business desktop computer you will often see a large fan as wide as the chassis with plastic duct work to increase the air flow over the processors passive heat sink and other items as needed. similar to pinching off a garden hose to increase the speed of the water coming out but in reverse, pulling instead of pushing. lower rpm fan ideally longer life. cant do that in a laptop, esp as laptops keep getting smaller.
the laptop is going to employ as many power saving features as practically possible while still remaining affordable and reliable and perform reasonably well. it can never compete with a desktop at the same price point as far as performance. You will find that your desktop doesnt really need a 500W supply, maybe for peak points but the rest of the time it is well below that. but you are always plugged in so you dont necessarily have to worry about the things you have to worry about on the laptop. Most PCIe slots are limited to 25W each (by spec) but even at that that adds up. The x16 or video card slots can use up to 75W and your video card is not designed for power savings initially, performance first, power savings later, thus the fan/fans. And gamers find bigger better, the more fans the "better" the video card, the more heat sink decorations and more spinning leds that can change colors and look cool. Where video in a laptop is about size, power consumption, minimizing heat and providing a space efficient way to get the heat out.
At the end of the day you want to do heavy computations, you use your laptop to ssh/telnet/vnc/etc remote access a desktop or server and do the work there. The laptop is a dumb terminal for that kind of work, not going to be as efficient cost or performance wise. For well under $1000 you can get a desktop that will out perform a $2000-3000+ gaming laptop. If the brand on the laptop happens to be apple (first off there isnt a gaming version) then you are paying a lot of money for the brand you could have a non-apple for far less money that out performs that apple. At the end of the day the laptop user is paying for convenience not performance, even with a gaming/workstation level laptop.
Learn about cloud computing or simply setup a desktop at home with VPN access and get the best of both worlds a lightly used, long batter life laptop from which you can do heavy duty work. If you want to play games get a gaming desktop, end of story.
Benchmarks are bu11xyzt, they are so easy to manipulate you cant really use them to do much of a comparison, the only comparisons that do matter are your actual work, if you have some project that takes 3 minutes on one computer and 2 minutes on another, the latter is faster. But the former might easily outperform the latter at some other task. The popular benchmarks are a collection of many benchmarks with the scores combined to try to limit this, but you still have the problem of is it the same binary or is it the same source code that is being compared those are two different things (also not necessarily taught in computer science) because of the architectures of the processors, it is not as extreme now but not long ago a binary that runs pretty fast on todays x86 would run slower on the next years version, but re-compile that source for next years version and it could/would run faster than this years version, same binary. benchmarks are bulltttt. We have hit the brick wall of processor performance so improvements are not about depth but about width, two threads can outperform one if you can minimize their interference with each other. Four is better than two and so on.
Im not bashing computer science BTW, I let my mechanic work on my car even though I could do it, its an honorable and valueable profession that requires training and experience. I let my doctor work on me, same answer valueable profession that requires training and experience. I let the computer scientists create the languages and algorithms and write the software that I rely on every day, while I make the processors and boards that run that software. No reason for the average person to understand how a transmission works, nor how a computer works or why this one has a longer battery life or is hotter to the touch than another.
short answer, there have been decades of engineering improvements in general and also specifically in electronics and computers. laptops and desktops are two different markets just like city cars vs heavy duty pickup trucks, their requirements are different and as a result their design and implementation is different. You can haul stuff in your city car but it wont be as efficient as in a truck and what you can haul in your truck you cant haul in the city car. You cant park your truck in the same places you can park your city car. despite them having four wheels.