I am not sure you are looking at the new mac pro's.... I was pretty sure the Mac Pro isn't too much of an energy hog... So I looked at apple's specs and they give this:
https://support.apple.com/en-ca/HT201796
Then I hooked up a kill-a-watt meter to my server and rebooted.....
Idling with all the VM's and services running (including BI) it uses 48 watts . If I kill the VM running BI and let things stabilize, it uses 46 watts. There is no way a stand alone PC could every come close to 2 watts...
And I need to run this Mac server regardless, so replacing it with a windows box would use way more total power for my application.
And when you look at the power consumption for this 6 core xeon machine, I would say it is actually quite power efficient compared to similar spec servers/work stations from Dell or PC...
I would try VM Fusion for the original poster's VM, I am surprised that the CPU is maxing out at 100%.....