Is it? Do you have references? Isn't all the number crunching written in C++ and "only" the orchestration in Python?
But essentially it is a reasonable view.
There were already studies about energy consumption related to programming languages, see https://www.sciencedirect.com/science/article/pii/S016764232... and https://dl.acm.org/doi/abs/10.1145/3136014.3136031.
In the 2017 version of the study Go is far behind Rust or even Java, and there is even a factor 23 (instead of 17) from Go to Python in energy consumption. So if you really want to reduce the CO2 footprint then you should rather use Rust or C++ instead of Go, where the factor is about 76.