No they don't. I have a Dell Optiplex 3070 SFF (not even ultra small form factor, it is standard desktop sized) that idles at 8W. It has an i5-9500, 8GB memory, and a 128GB NVMe.
My Rpi Zero idles at 0.2W - it's nor in the same computing class as SFF/NUCs. I don't run a homelab in it; and I find it ideal for ambient, always on compute/networking/monitoring tasks