EVs are more efficient at lower speed and the more frequent braking events in city driving give EVs more opportunity to recuperate energy through regenerative braking.
All cars are less efficient at higher speeds because wind resistance increases with the cube of speed, and there are no efficiency benefits to travelling at a higher speed. Driving at 65mph is substantially more efficient than driving at 70mph. In theory, driving at a constant 40mph would be more efficient still, but there are not too many roads where you can drive at that speed over a long distance without hitting a lot of stop lights or stop signs.
For gasolene cars it's the opposite. Why is highway driving less range than the city where you get much more accelerating and breaking?