Lemmy is surprisingly good for the small amount of people compared to Reddit. And even with all the Images the apps have to load, the consume less data than reddit.
This month (Ce mois-ci) the use of reddit was very limited and a bit of r/place to look at the amazing anti-reddit art. Lemmy : about 3gB Reddit : 2.33gB
Last month (Le mois dernier) it was only reddit use. 12.49gB
Tho there aren't really many videos on Lemmy, which may explain a part of the difference.
And on reddit well there are the ads and the tracking.
Not necessarily the best comparison if it's just aggressively caching. The real comparison to make is analytics tracking events and other evil things like random battery hungry background tasks