Because it's just plain true !
Clearly you won't see much of a difference on your electricity bill if you use a more efficient light bulb, a more efficient fridge, tv or whatever else. Now imagine all theses "not much a difference" cumulated on your neighborhood, area, town, region, country and you'll understand why those makes really a sense.
People wouldn't buy a "more efficient" product because there wouldn't be really many more "efficient products" but rather a larger lobby (GE, and other major electronic manufacturer) to build more "clean energy sources".
And don't forget that the biggest electricity users are the companies taxing them for over usage could be quite critical as some are rather hungry (you know big machineries and so on...)