Is it any relevant the energy consuption of IOT and RF receiving home devices?
If having your devices connected means you'll pay more attention slash automate your device usage -- dimming the lights, having them automatically turn off when no one is in the room -- then the sips of energy the connected devices use is certainly worth it.

For example, the Philips 458141 dimmer switch uses Zigbee and is battery powered (CR2450), with a minimum battery life of 3 years.



On the other side of the coin, if you install tons of connected gadgets yet don't reduce your energy consumption (or worse -- you use more energy) then the vampire power draw can hurt.

Bottom line:  install these devices and take advantage of them.  If you install them and don't use them, then you're wasting money up-front and continuously.