3G connections are kinda like dial-up... to transfer any info you have to bring the link up (much like initiating a voice call).

When the link's up you have lots of bandwidth, but you're burning voice-call amounts of power until the NETWORK (not the phone) determines that you are idle and drops you back into paging state. Then, the next byte of data in each direction will bring the 3G data link up again and so on. I know AT&T has about a 7 second timeout here, so you burn at least 7 seconds of airtime to send - or receive - a single byte, and every transaction has another 7 seconds of power burnt at the end of it before returning to low power. This number will vary from network to network, some are as high as 30 or 60 seconds, meaning that even the smallest simplest transaction burns a huge amount of power.

Compared to this, WiFi and even EDGE are power misers, being very low power unless actually actively sending or receiving data.

Supposedly, this is progress. In the next 3G spec they have added the capability for the mobile device to hint to the network that it's finished for now and can it please tear down the data link (eg: I've loaded that email message/web page/etc, chances are there will be some idle time now so can I save power please?). Why the hell this wasn't part of the original spec or the HSDPA spec or.... who knows.