Desktop PSUs aren't exactly space-constrained. For example, the Corsair SF1000 offers you 1000W in an SFX package (6.3cm x 12.5cm x 10cm). A regular ATX PSU has about 2.5x that volume available.
Efficiency isn't a big selling point either. They are all good enough that you're not going to notice any difference on your power bill, and they don't get hot enough to cause issues.
The average gamer cares more about things like cable modularity, fan noise, and whether it has RGB.