Hmm, it could be something to do with the difference in torque required to work a gear system in one direction compared to the torque required to wind a gear system that has attached to it, a reversing wheel. My brief reading on bi-directional winding suggests to me that the gears are constantly meshed (i.e the reversing wheel isn't suddenly engaged only when the rotor goes the other way) so there is simply more mass (and therefore more inertia to overcome) to turn in the first place.
Of course, this doesn't give indication on just how much better one is compared to the other.
0.001% is better.
10% is better.
10000% is better.
It would also explain why Seiko's Magic Lever is often cited as a very efficient bi-directional winding mechanism as it doesn't use a reversing wheel.