It's physics 101.
Capturing a larger cross-section of moving air is more efficient.
The reverse is also true (generating thrust):
Turbofan engines are more efficient at lower air-speeds than straight turbojets.
Moving a small amount of air at a higher velocity will create more wasteful eddies than moving a larger cross-section of air at a lower speeds.
Helicopters are the extreme case WRT aircraft.
You need a lot less power to make a helicopter hover than a ducted-fan or jet VTOL aircraft (like the Harrier or the JSF).
It reminds me of people who are surprised that electric cars / hybrids take up the most energy when they accelerate.
Duh, that's when you're actually gaining kinetic energy.
In cruise, you're just fighting drag (air) and friction (road).