How bad is the efficiency of jet engines under low loads?
Current jet engines are actually not built for efficiency rather than performance. 

If you consider efficiency, you don't build a VTOL aircraft. This is why the F35 has multiple versions with and without VTOL capabilities.

Also, jet engines even during flight have to be able to sustain fast speed change, fast altitude increase and high load factors, all combined with lightweight designs. Therefore, I wouldn't consider takeoff as the most demanding phase of flight for such engines, but I may be mistaken on that point.

All these conditions make it difficult to reach the efficiency of say turbofan or turboprop engines.