A very true point, the female body has certainly had a very strong incentive to evolve to be very energy use efficient. This is why women are also better at handling periods of starvation than men, their bodies are just more efficient.
A fascinating note as well, when it comes to exercise, because of women's greater efficiency in energy usage, to lose weight, women have to have a higher calorie deficit on average than men. This is why it can be so much harder for women to lose weight than men, their bodies are so skilled at conserving and preserving energy in fact, that losing it can be a real challenge.
It's not a perfect science of course, and it very much depends on the individual, but on average it's harder for women to lose weight than men.
Thanks for the comment, a great point!