Well. Doing everything costs energy.
If you only display hours and minutes, you only need to redraw the clock every minute. If you display the seconds, you have to redraw every second.
And redrawing is not just changing some pixels. The Os scheduler has to wake up the process, put another to sleep. And all of that costs power.
Yes, the clock in the taskbar probably uses less power in an hour than watching a YouTube video will consume in a second.
But it is still a 60x increase in power usage.
This warning is actually a good thing. It means whoever implemented the seconds in the taskbar clock actually has the right mindset for developing an operating system. You don't use a JavaScript framework to develop the start menu because "all the juniors come from JavaScript boot camps so it's cheap to hire" you want someone that knows that the OS' job is to provide a strong base layer that uses little resources so great things can be built on top of it.
Of all the things you could complain about windows, you chose to do it about the actually good ones, when you could go instead for the "30% vibe coded" codebase with a JavaScript UI that can't even implement a "power off" button.
I fell like the disclaimer should really be at the top. Specially because it is very geographically dependant and this is the internet.