But "pink" noise is better, because it follows the perceptual curve of what our ears pick up on.
More or less, but certainly not exactly so, above 1kHz or so, and definitely not below that in any sense. On the other hand, pink noise is certainly a much better match to how our ears work than white noise, even if your analogy is off quite a bit.
So I think that's how it works, it puts more "oomph" into the bands of frequencies we are most aware of. Isn't that what "A" weighting and "C" weighting are all about on a decibel meter? I think so.
A, B, and C Message Weighting are, well, some attempts to do something with perception, but there are some not-so-great assumptions that come along for the ride. 'A' is roughly relating things to speech, and 'C' to more broadband signals, but neither is a really good measure of loudness (that's the internal representation in your head), although it does, of course, measure intensity (sound pressure level) reasonably well, given knowledge of the weighting curves.
As far as energy goes, it takes more to produce a loud low-frequency sound. That's why speakers have woofers and tweeter, partly, and why it takes a good big amp to run the home theaters and car stereos.
You're confusing the energy in the signal with what it takes to make a signal of a given energy, perhaps. Volume Velocity * f^2 is proportional to Sound Pressure for a source smaller than a wavelength, again give or take. That means that to create a 20Hz signal you have to move 16x as much air as you do for an 80Hz signal. With some speakers this can take different amounts of energy, but for a single driver that's tuned right, not a great deal different energy. A lot more cone motion at 20Hz, though.
Woofers and tweeters are necessary because of the need for volume velocity at low frequencies, and because woofer cone materials aren't nearly rigid or light enough at high frequencies.
The various drivers can be different in efficiency, the reason isn't as simple as what you say, though.
Sorry if I messed up, but I've been involved in music and audio for some time and this is what I remembered.