I've always thought that inefficiencies are built in so industries, like the coal companies, can stay in business.
In Europe, when you buy / sell a home, you get an energy report of how much you'll pay for utilities, so people are starting to take energy costs into account.
This is becoming true in the US, with New York, Austin, DC, and Seattle passing building benchmarking laws in the past year. Many are focused on larger buildings, but it's a good beginning.
This is especially important for larger buildings, esp. low-income housing, where owners pay for much of the energy, and thus are incentivized to be more efficient.
If you were comparing the price of two houses, you often look at the monthly cost of mortgage and taxes... so throwing utilities on there would make it more apparent which house will actually be cheaper over the long term.