I have a Smart Plug flashed with Tasmota firmware, it uses 0.3W continuously (£0.73/year) and 0.7W with the relay activated. I'm sure there's smart plug's which use more efficient power supplies and/or MCU. The esp8266 isn't exactly known for being power efficient.

I suspect that it would be more cost effective to worry about the energy consumption of Windows update than to worry about a smart plug.