I can't answer definitively, but I was looking for SFP cards recently and the older cards don't really support ASPM. The cards themselves aren't power hogs, but they keep the CPU from going into lower states during idle.
The cheapest one I found that others related had ASPM actually working was the Intel X710, and those are much more expensive than the ConnectX-3.
Are you comparing new Intel cards to old mellanox cards on ebay? If not idk why, I have not compared them myself, some feature maybe? Cost doesn't always make sense either.
Intel NICs are 5-10x that price. I'm not sure why, but my suspicion is that it has to do with driver support and/or interoperability.