It's not. That's why I asked.
The only reason sport mode would be more efficient would be if you were actually using the power available in insane mode. If you have the car in insane mode, but drive it as if it were in sport mode, the efficiency is exactly the same as if it were in sport mode.
So keeping it in insane mode all the time, and driving it as if it were in sport mode, if you ever do want insane mode for any reason, it's not even a push button away, but rather a little more pressure on the accelerator pedal away.