Good point.
The Pi Zero is 2w max... It's downside is it draws 2w MAX. Power is power, only so much you can do in 2w. As you pointed out, the 4 and 5 can do more, because they can draw more, (or they draw more so can do more, it's all related).
The key seems to be ability to minimize the idle power while still capable of ramping up to something useful when you need it - like the micros you've listed.