You making that claim based on how automatic transmissions currently work, right? And not on every way they could work.
Purely from logic, your claim has to be false: Imagine a humanoid robot sitting in your driver's seat, driving your manual transmission car, its robot arm doing the shifting exactly as a human would. Your manual car has been turned into an automatic and it is not less efficient.
I suppose you could argue that the robot, being part of the car, has an energy requirement. I would then argue that we could shrink the humanoid robot down to the size of chip with sensor inputs, and replace the robot arm and gear shift with a solenoid or whatever, thereby saving considerable energy.
By this thought experiment alone, I don't see how anyone can make a statement about automatics always being less efficient.