That's the difference between having to change a couple AA batteries every day or two (Pi Zero) and running for a year off of a coin cell (Arduino).
Here's an article on power consumption of an Arduino Pro Mini: http://www.home-automation-community.com/arduino-low-power-h...
Here's one on Pi Zero power consumption: http://www.jeffgeerling.com/blogs/jeff-geerling/raspberry-pi...