Funny, I didn't know they HAD AVX in 1995! Turns out software can be updated. Anyway the torture tests might be the worst case result, but that's at stock settings. Funny enough the AMD chips didn't consume nearly as much power in the same tests. Weird, right?
Look I think the 9900K is a dynamite chip, but they are power hungry. That's the kind of thing you'd bash AMD for a few years ago. They even eat a lot of power when running other kinds of heavy loads, like 4K video encoding. Especially when you (very reasonably) pair them with a matching high end desktop board, even at default settings. If you pair them with a lower-end board, it would default to more restrictive power settings (and reduce performance under heavy workloads), but it also wouldn't make any sense to do so with such a high end chip.