We know a mainframe can beat a GM, a PC loaded with a modern engine could give him a tough fight, but we don't know much about phone-hostile chess because no GM wants to be the first to lose to one in public. You asked an interesting question, and my guess is that the engine is more power efficient; the engine is programmed to just do chess, the brain is also thinking about finding food and sex, and the engine can be cooled to very low temps where there's greater power efficiency, but the brain is stuck around 98.6 F.
The human brain consumes about 20W of power. Can a grandmaster win a game vs a chess software restricted to consuming just 20W (say on an iPhone, but the chess app must use only the iPhone's CPU and not rely on data sent to an external server)?