The problem is not that the hardware is not optimized for running Linux; rather, it is that Linux device drivers are not optimized for taking advantage of all the power management features of the hardware.
Generally, you will see the most power management problems on Linux with graphics cards. Things like the motherboard, CPU, RAM, case fans, and hard drives are handled very well, and due to efficiencies they may even run cooler than they do on Windows.
Graphics drivers on Linux come in two general varieties: proprietary (closed source), and open source.
Open source graphics drivers, in general, have poor power management (not to be confused with open source drivers for the CPU and other hardware, which have quite good power management). This situation is slowly improving because the graphics drivers are always being worked on and improved.
However, right now, if you need the absolute best power management for your graphics card, it is better to go with a proprietary driver if available. Here is a breakdown of the availability by vendor:
ATI/AMD: Both proprietary and open source available. Open source drivers are usually used by default and proprietary driver has to be enabled by the user.
Nvidia: Both proprietary and open source available. Open source drivers are used by default on some distributions; other distributions use the proprietary drivers by default.
- Intel: Only open source driver available. This open source driver is generally considered to be the most optimized (best performance, power management) compared to the open source drivers for ATI/AMD and Nvidia. Although no high-performance, power-efficient proprietary driver is available for Intel hardware, the power management is already pretty good for the open source driver, so it is safe to use it and should not cause noticeable additional wear and tear.