Think of how a high-end computer, like a server or hand-built gaming machine, can run just as cool and make less noise doing it with several small fans in the case rather than one big one.
The AWD Model S has two electric motors, one between each pair of wheels in front and back. The RWD Model S has just one, in the back, where the differential would be in a conventional car.
Now imagine if Tesla had designed the P85D to have performance equal to the original RWD Model S. Each motor would only have to produce half the power and torque of the original single motor. The smaller motors stay cooler, though, so they run more efficiently (heat is the enemy of electric motors, and makes them less efficient, unlike internal combustion engines). So the sum of the power requirements of both motors in the AWD Model S would be less than the requirement of the single motor in the RWD car.
Rather than making the AWD and RWD cars have equal performance, Tesla instead chose to make the AWD car more powerful. The result actually is still more efficient than the RWD car, as you've noted; the engineers sacrificed some of the potential greater efficiency of the dual motors in the name of performance, but not all of it.