Turning the fuselage crosswind demands a lot more power, or torque, than keeping it into the wind. The fuselage streamlines, and wants to keep the nose into the wind, and it requires more power to keep the nose crosswind, both because of increased drag and the power used by the tail rotor to keep the nose turned. Just turning into the wind will reduce power, and when you enter translational lift the load is mostly taken off the tail rotor, giving the same effect. The power required in cruise depends on how fast you want to go. The least power is required at Vy, more or less, and the required power increases as your airspeed goes above or below that speed.
The rotor doesn't care which direction the wind is blowing from, but the fuselage does.