Not only fuel but consider the properties of each gas, cracked gases when cooled usually turn to an organic fluid, so to extract that excess water you just need to cool those things to room temperature. Direct quenching in lighter gases will mean you need more energy to get rid of the water.
You can go ahead and try to design direct quenching of light gases and heavy gases in Hysys, then try to size them (yeah keep a constant flow for both) and you can see which is the cheaper option.
Direct quenching is more efficient because "there is no better area of contact than the medium itself" but if separating them is tough you tend to move away from it.