Processor design family. As of this writing, "Rocket Lake" is the newest desktop intel processor. The Xeon on your list is "Comet Lake", which is the previous generation. The atom on the list is "Tremont", which is a totally different family, not directly comparable.
What I'm trying to get across is that idle power is going to be very similar if not identical between processors with the same layout. If you put together a system with the i5-11400T, measure the idle power, swap in an i9-11900k and measure again, the idle power will be virtually the same, but the i9 will draw much higher peak power under load while getting the work done that much quicker.
Since the processor is only a part of the total electrical draw of the system, it's important to finish the work as quickly as possible to allow the rest of the system to go back to idle as well.
Consider this scenario, processing a video file. Assume it takes a specific number of calculations to solve, the slower CPU takes an hour to finish, the faster one is done in 15 minutes. The CPU's take roughly the same amount of power overall to get that work done, assuming like I said they are from the same design family. The hard drives have to stay spinning the entire time, so the slower CPU uses 3 times more hard drive watts while the faster CPU is done and lets the hard drives go to sleep.
Also consider the total lifetime of the system. The faster the CPU, the more likely it will be useable in the future. A slower CPU will need to be replaced sooner, at a significant cost, since replacing the CPU generally means replacing board and memory as well. It's not usually wise to buy the very fastest CPU, but somewhere at the upper end of the speed range is better than the slowest model.