I'm not sure where the term 'rotor efficiency' came from, but it's probably pretty misleading.
Nothing changes about the characteristics of the blades - just the airflow acting on the blades.
If you understand that the engine exists to overcome the drag of the blades, then things become much more clear.
A similar effect happens when the helicopter is accelerated out of the hover- the change in airflow into the disk causes the drag to decrease. In non-governed helicopters, this is seen as an increase in RPM (at a fixed power setting). In governed helicopters, it's seen as a decrease in torque.
But 'efficiency' changes?? I don't think it's the right words.