Some of the climbs in the Vuelta can be more intense than the ones in the TdF, but they don't always require as much overall energy as the massive climbs like the Madeleine, the Tourmalet and especially the Ventoux. Those mountains are brutal in their own way because of their sheer length and because of the altitude and potential for high winds in the open areas.
By the way, don't count out the Giro d'Italia for super-intense climbs. The Mortirolo and the Zoncolan are rated by most veterans as the two climbs with the hardest grades in any of the Grand Tours. And the Stelvio is another one of those relentless high-altitude climbs like the Ventoux (but without that hellish stretch of 8k at 9.6% average grade). And there was one climb in the Giro in the early 2000s (2004 or 2005 I think) that supposedly was 17k long at an average grade of 9% with a maximum of 14%. I can't remember what it was called and I questioned the accuracy of the TV commentary regarding those numbers. They just don't seem right! It also finished on gravel. The riders were definitely laboring like crazy for most of the climb, so maybe those reported numbers weren't off after all.