Thunderbolt’s connector is small; but the silicon real-estate required to implement is is massive by cellphone standards.
Check out the specs on the controller chips (and remember that, even if you go with a dubiously-compliant flavor that doesn’t have Displayport, that controller needs to be hanging from a few PCIe lanes, of which weedy cellphone SoCs generally don’t have an abundance). The smallest chip in the lot, weakest specs, no host capability, is a 5x6mm die that draws .7watts. By comparison, a fairly beefy ARM SoC (Exynos 15 in the Nexus 10 in this case) will hit maybe 8watts if you drive both the CPU and GPU as hard as you can, roughly half that in less contrived ‘fairly heavy load’ scenarios, and substantially less when idling.
Thunderbolt is impressive in that Intel managed to find room in the (already rather tightly packed) mini-displayport connector for a few PCIe channels; but low power it is not.