I will try to read into the details of Scheme's implementation of continuations...
The reason I made the claim about efficiency is because Scheme's continuations have an unlimited lifetime. This is in contrast to L2's continuations that can only have a dynamic lifetime. (The rules for manipulating continuations in L2 are analogous (and only analogous) to the rules for returning the addresses of local variables in C.) So I just assumed that Scheme implementations must occur an overhead for the greater generality of their continuations.
The reason I made the claim about efficiency is because Scheme's continuations have an unlimited lifetime. This is in contrast to L2's continuations that can only have a dynamic lifetime. (The rules for manipulating continuations in L2 are analogous (and only analogous) to the rules for returning the addresses of local variables in C.) So I just assumed that Scheme implementations must occur an overhead for the greater generality of their continuations.