Just when you thought your 850W PSU was enough for your stock PC:


It gets worse:


Power consumption figures in benchmarks can sometimes be quite revealing:
Its probable that the 5870 isn't using a good portion of its resources in Unengine Heaven.
Whether its poor driver optimization or design limitation is unknown.

Surely with crazy high power output, the GTX480 is being used 100% by driver!?
Its very possible, like i7/Phenom, that typical scenarios use much less power than special case (recall how AMD advertised "typical" not "max" Phenom power)
nVidia might then purposefully slows down shader execution in Fermi in these special non-game scenarios to ensure advertised 250W spec.