I have wondered just the same! My take is that Windows Store Apps are designed to work on a vast amount of different devices, therefore they are designed to utilized the hardware in the device to the fullest.
On a device like an ARM Phone or an ATOM tablet, the chip and the CPU/GPU, are not super powerful, and they can't draw very much power even if pushed to the maximum, maybe only 2-4W. The Surface Pro 3 with a Core i-chip, (Or for that matter any other laptop with a high powered CPU) are very versatile since they can draw very little power when only doing simple tasks, but when tasked with heavy tasks they can amp up and use a lot of power. I think the Core i5 can draw between 2-15W.
So when the Store apps are designed to take full advantage, they will tasks the system to its max, not dynamically limiting their power usage. It would be very useful if Microsoft would implement a feature that could limit apps utilizations of hardware based on a power profile or something, because I don't really need my core i5 CPU to run at full power when playing for example card games or puzzles. But I guess this is what you pay for having such a versatile hybrid device.
As for a possible solution, i think there is a way to get the old Windows power profiles back on the Surface, you would wanna Google that. Since a Power saving mode potentially could limit the CPU to save power and reduce heat. But as far as I know, enabling this, also removes the possibility for connected standby, aka. The fast resume mode, so you would have to live with your tablet going into hibernation every time you close the cover or hit the power button!
Hope this helps!
