Not nearly close enough to when they are receiving data, especially video.
When actively receiving data, a cellular modem will use significantly more power than when idle, with the exact amount depending on factors like network strength, data rate, and the specific modem technology, but typically ranging from several hundred milliwatts to a few watts
Sending data with a radio is always much more power intensive than receiving data unless the channel is extremely asymmetric in bandwidth and/or data rate.
Cellular modems are constantly reading and broadcasting messages to the cellular network unless they are explicitly turned off