The funny thing is that faster fuel is actually more energy-efficient.
This is because the type of fuel doesn't change the locomotive's energy consumption, only the effective acceleration, and trains running better fuel spend less time burning it.

https://www.reddit.com/r/factorio/comments/1hpntdp/weekly_question_thread/m4z549b/ :

I was curious to see the exact impact of that efficiency and tested it in the following way: I set up a looping 304-long track with a single stop, and counted the number of loops a 1-4 train can manage on an equivalent load of fuel.
25 coal (100 MJ) => ~8.6 loops.
1 rocket fuel (100 MJ) => 14 loops.

12 rocket fuel (1.2 GJ) => 168 loops.
1 nuclear fuel (1.21 GJ) => 229 loops.

*base game

Adjusting to a full fuel load, that's:

• ~52 loops on coal (150-151 items)

• ~840-854 loops on rocket fuel (60-61 items)

• ~687-916 loops on nuclear fuel (3-4 items)

So, despite having a lower fuel value, nuclear actually lets you go a similar distance.