Your engine is essentially an air pump. For a very basic example, think of a vacuum cleaner that is running. Your throttle body is a valve on the front of that vacuum cleaner. If you close the valve, the vacuum cleaner has to work harder to try and still suck the same amount of air through it. The harder it has to suck, the more pumping losses that occur. The engine is essentially the same thing. This is why engines are actually more efficient when run closer to wide open throttle. This is also why the pulse and glide technique works so well. For more info on that check out the
brake specific fuel consumption charts in our wiki.
Thinning out the air via heating it makes you need to open the throttle more to get the same amount of air into the engine. Larger throttle opening means less pumping losses.