The fact that the brain uses very little power and yet manages to solve really hard problems means that whatever it's doing is very efficient. The fact that ANNs need terrabytes of data and petaflops of processing power and still can only show rudimentary aptitude in mechanical tasks means they're not very efficient at all. Not that anyone ever called ANNs "efficient" (I'm not talking about backprop- but about iterating through covariance matrices). But if they were as efficient as the brain, they'd now be way, way smarter than us.
We know from undergraduate Comp Sci that there are problems that can simply not be solved, except with efficient algorithms. The fact that the brain is doing something terribly efficient is a big hint that whatever it's doing requires it to be that (because evolution hand waving hand waving). ANNs are nothing like that - they're practically brute force.
So how then can anyone expect that we're going to solve the hard problems the brain can, with ANNs?