This isn't really a question of energy (your friend can always eat more food to counter that), but the amount of work the leg muscles do.
My explanation would be roughly as follows: If we assume you and your friend are of similar build and body shape, your friend's legs will do about as much work in a stride as yours do, relative to their mass, if you both make strides at the same rate. However, your friend's legs are shorter, so to make up for it she has to make more strides per minute - which increases the workload by a factor of r^3 (one factor for the number of strides, two for the increased speed of each stride), where r is the ratio of leg lengths. In real life the body compensates somewhat, in that short people will end up with slightly larger leg muscles (relative to their total body mass) because of all this work. Still, even a small difference in leg length can make a big difference in how much effort is involved in walking/running.