Evidently they are. If you look at the data provided by the U.S. Department of Energy, find the energy consumption by home age, and normalize for a 1500sf home, there's a big difference between older homes and new ones. A difference to the tune of 65%. That's a a 65% higher yearly energy cost of a pre-1950 homes compared to home built in the 2000s. The trend of decreasing energy costs vs home age is fairly linear, which is good to see!
The good news is that you can increase the efficiency of older homes with insulation upgrades and energy efficient appliances!