This video from 2015 shows an Aeotec Z-Wave Smart Dimmer measured at:
- ~0.4W idle
- ~0.6W on but fully-dimmed (no load)
I assume these switches have a similar power usage as an outlet/socket, given their similar functionality. Outlets could be slightly lower, given no need for dimming circuitry.
The person writing this post from 2016 purports to work for "a leader in the development of Switched Mode Power Supply (SMPS) technology for over 20 years" and wrote:
Today, we can build a charger/adapter supply that has <25 mW standby consumption and >82% average efficiency over the full range of load. By the end of the year we expect to be able to do even better than that. We can build a 100W TV supply that has peak efficiency near 90% (no fan required), near-unity power factor, and about 450 mW standby consumption (needed to keep the IR sensor and related components powered up so you can turn it on). It's not unreasonable to expect to see power supplies with average efficiency >90% and near-zero standby. The whole notion that you should be unplugging things to save energy is a bit outdated.
Your comment about Wi-Fi is slightly inaccurate. While most of these technologies communicate wirelessly, most do not use 802.11a/b/g/n. Doing so does use a large power drain. I direct you to this International Energy Agency report from 2016. I've included Figure 20 from the report (page 41) below which gives a broad comparison of the technologies.

As you can see, there are wireless technologies that use far less energy than WiFi. In fact, on the subject of actuators (e.g. light switches) the report notes (page 45):
In the case of EnOcean for example, the mechanical energy of pressing the button of a wireless light switch is used for powering the communication to the gateway.
Obviously there is no mechanical action to capture energy for an outlet, but it does indicate how low-power the communication is if it can be powered by a light push of your finger.