Writing elegant applications for Arduino
On a multiprocess system, like your typical desktop, you usually have
way more processes than logical CPUs. When programming such systems you
therefore have to avoid burning more CPU cycles than needed. Instead,
when your program has nothing to do, it should just sleep, and leave
the CPU available for other processes.

On an Arduino, you only have one single program running at a time. It is
then not that useful to keep the CPU idle. Also, the power dissipation
is so low that you will not notice the microcontroller getting even
slightly warm. The extra complexity of getting into and out of sleep
mode is therefore not that useful. Only when running on batteries do you
care about saving every possible milliamp: then learning about sleep
modes starts getting useful.