it's a square relationship as KE = p2/2m
And that's the "dismal equation" of rocketry, expressed more clearly than I did.
It shows that the energy you need to get a certain impulse (momentum)
p from a reaction mass
m increases as the square of the impulse
p. E.g., you can get 1 newton-second (N-s) of impulse from a reaction mass of 1 kg by giving it an energy of 1/2 joule. Getting 2 N-s from that same 1 kg of ejected mass requires 2 joules of energy or 1 joule per N-s, twice the 1/2 J/N-s of the first example.
A given total impulse is therefore a tradeoff between energy and reaction mass. If you want to carry less reaction mass, you'll have to eject it with more total energy to get that same total impulse. If you can afford to carry more reaction mass, then you won't need as much energy to eject it.
It's even better if you don't have to carry any reaction mass at all because you're surrounded by it, as in the case of land, sea and air transportation. A car only needs a source of energy; it doesn't need to carry any reaction mass because it can simply grab the road with a set of tires and use the earth as its reaction mass.
Space is (mostly) a vacuum, so you generally have to carry your reaction mass with you.
But space isn't really quite so bleak. In the inner solar system, at least, you are surrounded by fairly abundant energy from the sun, so you don't necessarily have to carry your energy with you; that's why most spacecraft are solar powered. And those same solar photons carry momentum in the form of radiation pressure, and it's possible to make use of them as reaction "mass" with a solar sail. Although I don't think a true solar sail has yet been successfully flown, the phenomenon of radiation pressure is very real and visible in the operation of many spacecraft, usually as a wanted or unwanted source of torque on a spacecraft body.