Heat keeps leaking out. The amount of stored heat is proportional to the cube of the linear size, the leak rate is proportional to the surface area (square of the linear size). Hence, the bigger the storage, the higher the efficiency.
Same why a flea can jump >10x its height, and a human cannot (square growth of strength, cubic growth of weight).
Same why a flea can jump >10x its height, and a human cannot (square growth of strength, cubic growth of weight).