Wireless sensor networks are sensing, acquiring, processing, storing and communicating nodes. So, the power they consume is spent in the listed activities.
One can divide the activities consuming power in two main categories:
- The signal processing, and the signal transmission. The Zigbee is a transmission protocol. If it saves power consumption it may be due to its nature of reducing the distance between the communication parties and also its larger bandwidth.
It is so that in any one link one can save communication power by reducing the length of the link and by trading the bandwidth for less power.
Specifically you have to compare this Zigbee protocol with other protocols to see from where the saving is coming.