I don't think CDMA phones actually transmit anything until they've heard a tower they can talk to as well. This is at least as important for CDMA as for GSM since CDMA operates in bands shared by other modes, and might inadvertently step all over someone else's licensed band if it transmitted before hearing the thing it expected to receive the signal (I think CDMA phones may also need to time-synchronize with the tower before transmitting something to it, which it can't do if it can't hear the tower). I think the battery draw is instead caused by the computing the phone needs to do while scanning for a signal to synchronize to.
I think scanning for a GSM signal might be cheaper than that, though I suspect scanning for a WCDMA signal might be equally difficult. As for the difference in practice, I've noticed that my GSM/3G phones tend to give up scanning and just stay idle after a period with no signal (until I push a button or something to prompt it to try again) while the CDMA phones I've had seem to just keep searching until the battery is gone. I don't know why that is.
Dennis Ferguson