Which macbook is it? If it's one with a switchable GPU, it'd be because apple has made it so the more powerful one is always on in windows. I guess they thought it was too much trouble to allow switching in windows as well.
Also, I'm guessing the software that bootcamp installs to manage the battery is just some basic generic version, so energy management is nowhere is good as in OS X.
Plus it seems to make os x look better as well...
A shame really because the only reason I have windows installed is for a few games that aren't os x compatible, and I have to be on life-support to a power socket the whole time. The whole point of a laptop is so it can be moved.